Name
Title | ||
|---|---|---|
Second Order Adjoint-based Optimization of Ordinary and Partial Differential Equations with Application to Air Traffic Flow |
Abstract | ||
|---|---|---|
We present an algorithm to implement the second order Newton method on ordinary differential equation (ODE) and partial differential equation (PDE) optimization programs. The algorithm is based on the direct computation of the New- ton step without explicitly calculating the second derivative (Hessian) of the objective function. The method poses the search for the Newton step as a convex quadratic optimization program. We apply our method to (a) dynamical systems driven by ODEs and to (b) constrained PDE optimization programs in the context of air traffic flow. In both cases, our implementation of the Newton method shows much faster convergence than first order algorithms, while not significantly increasing computational time. I. INTRODUCTION |
Year | DOI | Venue |
|---|---|---|
2005 | 10.1109/ACC.2005.1470057 | american control conference |
Keywords | DocType | ISSN |
trajectory,dynamic system,traffic flow,newton method,objective function,partial differential equations,aerodynamics,partial differential equation,second order,first order,air traffic control,optimal control,ordinary differential equation,dynamical systems,differential equations,quadratic optimization,constraint optimization | Conference | 0743-1619 |
Citations | PageRank | References |
6 | 0.94 | 2 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Robin L. Raffard | 1 | 63 | 6.64 |
| Claire J. Tomlin | 2 | 1491 | 158.05 |