CRPC-TR98760						April 1998

Title: An Interface Between Optimization and Application for the 
Numberical Solution of Optimal Control Problems

Authors: Matthias Heinkenschloss and Luis N. Vicente

Submitted August 1998; Available as Rice CAAM TR 98-05 and submitted to
"ACM Transactions on Mathematical Software"

Abstract:
An interface between the application problem and the nonlinear
optimization algorithm is proposed for the numerical solution of
distributed optimal control problems. By using this interface, numerical
optimization algorithms can be designed to take advantage of inherent
problem features like the splitting of the variables into states and
controls and the scaling inherited from the functional scalar products.
Further, the interface allows the optimization algorithm to make efficient
use of user provided function evaluations and derivative calculations.

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Matthias Heinkenschloss
Department of Computational and Applied Mathematics
Rice University
heinken@caam.rice.edu

Luis N. Vicente
Department of Mathematics
University of Coimbra, Portugal
lvicente@mat.uc.pt