Automatic differentiation and spectral projected gradient methods for optimal control problems

Automatic differentiation and nonmonotone spectral projected gradient techniques are used for solving optimal control problems. The original problem is reduced to a nonlinear programming one using general Runge–Kutta integration formulas. Canonical formulas which use a fast automatic differentiation strategy are given to compute derivatives of the objective function. On the basis of this approach, codes for solving optimal control problems are developed and some numerical results are presented.