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SciML / ModelingToolkit.jl

An acausal modeling framework for automatically parallelized scientific machine learning (SciML) in Julia. A computer algebra system for integrated symbolics for physics-informed machine learning and automated transformations of differential equations
https://mtk.sciml.ai/dev/
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Optimize-then-Discretize for optimal control problems #1765

Open ArnoStrouwen opened 2 years ago

ArnoStrouwen commented 2 years ago

For differential equations there already are both methods for OD and DO, that deal with the fact that time is continuous. But for infinite dimensional optimization problems the optimality criteria can also be derived before discretization. This can lead to different optimal controls: http://files.iam.metu.edu.tr/bulent_karasozen/abstracts/Hamdullah_sunum.pdf#page=10

ChrisRackauckas commented 2 years ago

This derivation is for MTK. Transferring.