Sensitivity of Optimal Control Solutions and Quantities of Interest with Respect to Component Functions
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866918057117483008 |
|---|---|
| author | Cangelosi, Jonathan R. Heinkenschloss, Matthias |
| author_facet | Cangelosi, Jonathan R. Heinkenschloss, Matthias |
| contents | 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 component function that appears in the governing ODEs and the objective function. This extends existing OCP sensitivity results, which consider the sensitivity of the OCP solution with respect to state/control-independent parameters. It is shown that with Carathéodory-type assumptions, the Implicit Function Theorem can be applied to establish continuous Fréchet differentiability of the OCP solution with respect to the component function. These sensitivities are used to develop new estimates for the change in the QoI when the component function is perturbed. Applicability of the theoretical results is demonstrated on a trajectory optimization problem for a hypersonic vehicle. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_10804 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Sensitivity of Optimal Control Solutions and Quantities of Interest with Respect to Component Functions Cangelosi, Jonathan R. Heinkenschloss, Matthias Optimization and Control Dynamical Systems 49K40, 49J50, 93C73 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 component function that appears in the governing ODEs and the objective function. This extends existing OCP sensitivity results, which consider the sensitivity of the OCP solution with respect to state/control-independent parameters. It is shown that with Carathéodory-type assumptions, the Implicit Function Theorem can be applied to establish continuous Fréchet differentiability of the OCP solution with respect to the component function. These sensitivities are used to develop new estimates for the change in the QoI when the component function is perturbed. Applicability of the theoretical results is demonstrated on a trajectory optimization problem for a hypersonic vehicle. |
| title | Sensitivity of Optimal Control Solutions and Quantities of Interest with Respect to Component Functions |
| topic | Optimization and Control Dynamical Systems 49K40, 49J50, 93C73 |
| url | https://arxiv.org/abs/2506.10804 |