
DIRCOL
 Referenced in 23 articles
[sw04776]
 Direct collocation method. Optimal ODE control problems with control and state constraints are solved...

KELLEY
 Referenced in 610 articles
[sw04829]
 parameter identification problem and the discretized optimal control problem introduced in chapter 1, and with ... long, deals with the optimization of noisy functions. Such optimization problems arise, e.g., when ... later used to demonstrate the behavior of optimization algorithms. Chapter 7 introduces implicit filtering ... author and his group. Implicit filtering methods use finite difference approximations of the gradient, which...

simannf90
 Referenced in 118 articles
[sw05059]
 simulated annealing” algorithm recently introduced in combinatorial optimization. The algorithm is essentially an iterative random ... along the coordinate directions. It permits uphill moves under the control of a probabilistic criterion ... first local minima encountered. The new method proved to be more reliable than the others...

PSOPT
 Referenced in 8 articles
[sw20700]
 uses direct collocation methods, including pseudospectral and local discretizations. Pseudospectral methods solve optimal control problems...

lobpcg.m
 Referenced in 126 articles
[sw24008]
 ideal” control algorithm, we advocate the standard preconditioned conjugate gradient method for finding an eigenvector ... used in both methods. We also show numerically that the LOBPCG method provides approximations ... much more expensive global optimization method on the same generalized block Krylov subspace. We propose ... Davidson’s method as a generalization of the LOBPCG method. Finally, direct numerical comparisons with...

MUSCOP
 Referenced in 6 articles
[sw06143]
 develop a numerical method based on direct multiple shooting for optimal control problems (OCPs) constrained ... periodic partial differential equations (PDEs). The proposed method features asymptotically optimal scale...

TACO
 Referenced in 3 articles
[sw10169]
 shooting code for optimal control MUSCODII, a direct and simultaneous method for DAEconstrained...

MuShROOM
 Referenced in 9 articles
[sw12000]
 efficient numerical methods for nonlinear mixedinteger optimal control and modelpredictive control problems ... algorithms based on Bock’s direct multiple shooting method consist of convexification and relaxation techniques...

qpHPSC
 Referenced in 9 articles
[sw12001]
 efficient numerical methods for nonlinear mixedinteger optimal control and modelpredictive control problems ... algorithms based on Bock’s direct multiple shooting method consist of convexification and relaxation techniques...

CGPOPS
 Referenced in 1 article
[sw35933]
 solving multiplephase optimal control problems using adaptive direct orthogonal collocation methods. The software employs ... GaussRadau direct orthogonal collocation method to transcribe the continuous optimal control problem into...

mipmatch
 Referenced in 11 articles
[sw06773]
 optimal matching in observational studies based on mixed integer programming. Unlike widely used matching methods ... units and matched controls, this new method achieves covariate balance directly, either by minimizing both ... these additional constraints explicitly optimizes or constrains the criteria that will be used to evaluate ... quality of the match. For example, the method minimizes or constrains differences in univariate moments...

PCOMP
 Referenced in 21 articles
[sw00688]
 require derivatives, e.g., in nonlinear programming, optimal control, parameter estimation, and differential equations. The basic ... article introduces the forward and backward accumulation methods and describes the numerical implementation ... routines, there are other subroutines for the direct computation of function and gradient values, which...

dsoa
 Referenced in 6 articles
[sw01448]
 algorithm is a direct method that can be applied to the optimization of dynamic systems described ... types of problems considered include optimal control problems and parameter identification problems. The numerical techniques...

DADMM
 Referenced in 16 articles
[sw28440]
 Distributed Alternating Direction Method of Multipliers (DADMM), for solving separable optimization problems in networks ... interconnected nodes or agents. In a separable optimization problem there is a private cost function ... following problems from signal processing and control: average consensus, compressed sensing, and support vector machines...

SDMINMAX
 Referenced in 12 articles
[sw36992]
 locate only points which satisfy weak necessary optimality conditions. In this work we define ... parameter which controls the approximation to the finite minimax problem. The proposed method is based ... smooth function along a suitable search direction and on a particular updating rule...

FATODE
 Referenced in 7 articles
[sw11044]
 integration of ordinary differential equations with direct and adjoint sensitivity analysis capabilities. The paper describes ... this package. Fatode implements four families of methods: explicit RungeKutta for nonstiff problems, fully ... contains several methods with different orders of accuracy; users can add new methods by simply ... examples include parameter estimation, data assimilation, optimal control, and uncertainty quantification...

opty
 Referenced in 1 article
[sw29116]
 solve optimal control and parameter identification problems using the direct collocation method and nonlinear ... Jacobian of the constraints, which have been optimized for speed and memory consumption. The translation...

SuperMann
 Referenced in 7 articles
[sw36949]
 gained popularity in convex optimization problems arising in various control fields. Being fixedpoint iterations ... nonexpansive operators, such methods suffer many well known downsides, which include high sensitivity ... include steps along any direction. In particular, when the directions satisfy a DennisMoré condition ... operator splitting schemes for structured convex optimization, overcoming their well known sensitivity to ill conditioning...

GOP
 Referenced in 6 articles
[sw17432]
 HeavyBall, Genetic Algorithm, Differential Evolution and Controlled Random Search. We validate our methodology ... core optimization algorithms alone and with two additional global optimization methods (Direct Tabu Search...

blockSQP
 Referenced in 3 articles
[sw31780]
 sequential quadratic programming method for finding local solutions of nonlinear, nonconvex optimization problems ... problems arising from direct multiple shooting parameterizations of optimal control or optimum experimental design problems...