% IMPORTANT: The following is UTF-8 encoded. This means that in the presence
% of non-ASCII characters, it will not work with BibTeX 0.99 or older.
% Instead, you should use an up-to-date BibTeX implementation like “bibtex8” or
% “biber”.
@ARTICLE{HannemannTams:826314,
author = {Hannemann-Tamás, Ralf and Marquardt, Wolfgang},
title = {{H}ow to verify optimal controls computed by direct
shooting methods? – {A} tutorial},
journal = {Journal of process control},
volume = {22},
number = {2},
issn = {0959-1524},
address = {Amsterdam [u.a.]},
publisher = {Elsevier Science},
reportid = {FZJ-2017-00547},
pages = {494 - 507},
year = {2012},
abstract = {For the solution of optimal control problems, direct
methods have been established in the process engineering
community. If set up correctly they robustly provide more or
less accurate approximations of the exact solution. In the
usual engineering practice, neither the distance to the
exact solution is reflected, nor the compliance with the
continuous necessary conditions in form of Pontryagin's
Minimum Principle is checked. At the end, some approximate
solution is available but its quality is at question.This
tutorial addresses the problem of the verification of
optimal controls computed by direct shooting methods. We
focus on this popular transcription method though the
results are also relevant for other solution strategies. We
review known results spread in the mathematical literature
on optimal control to show how the output of the nonlinear
programs (NLPs) resulting from single shooting
transcriptions of optimal control problems can be
interpreted in the context of Pontryagin's Minimum
Principle. In particular, we show how to approximate
continuous adjoint variables by means of the dual
information provided by the NLP solver. Based on this
adjoint approximation we use a multi-level setting to
construct an estimate of the distance to a true extremal
solution satisfying the continuous necessary conditions of
optimality. A comprehensive case study illustrates the
theoretical results.},
cin = {VS-V / GRS Jülich ; German Research School for Simulation
Sciences},
ddc = {004},
cid = {I:(DE-Juel1)VS-V-20090406 / I:(DE-Juel1)GRS-20100316},
pnm = {899 - ohne Topic (POF3-899)},
pid = {G:(DE-HGF)POF3-899},
typ = {PUB:(DE-HGF)16},
UT = {WOS:000301688000014},
doi = {10.1016/j.jprocont.2011.11.002},
url = {https://juser.fz-juelich.de/record/826314},
}