University of Hertfordshire Research Archive

        JavaScript is disabled for your browser. Some features of this site may not work without it.

        Browse

        All of UHRABy Issue DateAuthorsTitlesThis CollectionBy Issue DateAuthorsTitles

        Arkivum Files

        My Downloads
        View Item 
        • UHRA Home
        • University of Hertfordshire
        • Research publications
        • View Item
        • UHRA Home
        • University of Hertfordshire
        • Research publications
        • View Item

        Globalization of Pantoja's optimal control algorithm

        View/Open
        102772.pdf (PDF, 153Kb)
        Author
        Christianson, B.
        Bartholomew-Biggs, M.
        Attention
        2299/3606
        Abstract
        In 1983 Pantoja described a stagewise construction of the Newton direction for a general class of discrete time optimal control problems. His algorithm incurs amazingly low overheads: the cost (measured in target function evaluations) is independent of the number of discrete time-steps. The algorithm can be modified to verify that the Hessian contains no eigen values less than a postulated quantity, and to produce an appropriate descent direction in the case where the Hessian fails to be positive definite and global convergence becomes an issue. Coleman and Liao have proposed a specific damping strategy in this context. Here we describe how Automatic Differentiation can be used to implement Pantoja’s algorithm, and we briefly consider some alternative globalization strategies, within which AD techniques can be further deployed.
        Publication date
        2002
        Published in
        Automatic Differentiation of Algorithms: From Simulation to Optimization
        Published version
        https://doi.org/10.1007/978-1-4613-0075-5_13
        Other links
        http://hdl.handle.net/2299/3606
        Metadata
        Show full item record
        Keep in touch

        © 2019 University of Hertfordshire

        I want to...

        • Apply for a course
        • Download a Prospectus
        • Find a job at the University
        • Make a complaint
        • Contact the Press Office

        Go to...

        • Accommodation booking
        • Your student record
        • Bayfordbury
        • KASPAR
        • UH Arts

        The small print

        • Terms of use
        • Privacy and cookies
        • Criminal Finances Act 2017
        • Modern Slavery Act 2015
        • Sitemap

        Find/Contact us

        • T: +44 (0)1707 284000
        • E: ask@herts.ac.uk
        • Where to find us
        • Parking
        • hr
        • qaa
        • stonewall
        • AMBA
        • ECU Race Charter
        • disability confident
        • AthenaSwan