4 papers
Sensitivity-Driven Adaptive Surrogate Modeling for Simulation and Optimization of Dynamical Systems
Jonathan R. Cangelosi, Matthias Heinkenschloss
This paper develops a surrogate model refinement approach for the simulation of dynamical systems and the solution of optimization problems governed by dynamical systems in which s…
A Generalized -Merit Function SQP Method Using Function Approximations with Tunable Accuracy
Dane S. Grundvig, Matthias Heinkenschloss
This paper develops a generalization of the line-search sequential quadratic programming (SQP) algorithm with -merit function that uses objective and constraint function ap…
Sensitivity of Optimal Control Solutions and Quantities of Interest with Respect to Component Functions
Jonathan R. Cangelosi, Matthias Heinkenschloss
This work establishes sensitivities of the solution of an optimal control problem (OCP) and a corresponding quantity of interest (QoI) to perturbations in a state/control-dependent…
Sensitivity of ODE Solutions and Quantities of Interest with Respect to Component Functions in the Dynamics
Jonathan R. Cangelosi, Matthias Heinkenschloss
This work analyzes the sensitivities of the solution of a system of ordinary differential equations (ODEs) and a corresponding quantity of interest (QoI) to perturbations in a stat…