Geodesic
On the efficiency of solving optimal control problems by means of Fast Automatic Differentiation technique
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 21 (2015) no. 4, pp. 20-29

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A efficient method is introduced for solving the problems of optimal control of thermal processes with phase transitions. The following statement is formulated and proved: the time of computing the components of the gradient of the objective function by means of the proposed method does not exceed the time of computing two values of the function.
Keywords: optimal control, fast automatic differentiation, Stefan problem.
Mots-clés : gradient, adjoint problem 
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     title = {On the efficiency of solving optimal control problems by means of {Fast} {Automatic} {Differentiation} technique},
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A. F. Albu; V. I. Zubov. On the efficiency of solving optimal control problems by means of Fast Automatic Differentiation technique. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 21 (2015) no. 4, pp. 20-29. http://geodesic.mathdoc.fr/item/TIMM_2015_21_4_a2/