Geodesic
Generalized fast automatic differentiation technique
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 56 (2016) no. 11, pp. 1847-1862

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A new efficient technique intended for the numerical solution of a broad class of optimal control problems for complicated dynamical systems described by ordinary and/or partial differential equations is investigated. In this approach, canonical formulas are derived to precisely calculate the objective function gradient for a chosen finite-dimensional approximation of the objective functional. 
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     author = {Yu. G. Evtushenko and V. I. Zubov},
     title = {Generalized fast automatic differentiation technique},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {1847--1862},
     publisher = {mathdoc},
     volume = {56},
     number = {11},
     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_11_a1/}
}
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Yu. G. Evtushenko; V. I. Zubov. Generalized fast automatic differentiation technique. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 56 (2016) no. 11, pp. 1847-1862. http://geodesic.mathdoc.fr/item/ZVMMF_2016_56_11_a1/