IWR - Simulation and Optimization

Software Practical "Automatic Differentiation of Optimal Control Problem Functions"

Description

Aim of this practical is to extend a real--time optimal control software package developed as a part of my PhD thesis by a facility for automatic differentiation of the optimal control problem functions. Derivatives of functions like the ODE system's right hand side, the objective functions, and the constraint functions are currently computed by finite differences. As this approach lacks both precision and speed, it is planned to use ADIC for source code transformation of the optimal control problem's C code.

The goal of this project is to extend the existing optimal control software package by an interface that reads derivative information provided by optimal control models that have been differentiated automatically by ADIC.

Requirements

• Good knowledge of C
• Calculus and Linear Algebra knowledge

Size of the project

This project is suited for one or two students. It can be performed as an advanced practical.

Contact

Dipl.-Math. Christian Kirches
IWR, Universität Heidelberg
Im Neuenheimer Feld 368, room 414

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