Time-Stepping Classes for Optimization (TSOpt)

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2009-09
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This report introduces the "Time Stepping Package for Optimization", or TSOpt, which is an interface for time-stepping simulation written in C++. It packages a simulator together with its derivatives (\sensitivities") and adjoint derivatives with respect to simulation parameters in a single object called a Jet, which can be used in conjunction with an optimization algorithm to solve a simulation-driven optimization problem. Further, TSOpt interfaces with the Rice Vector Library (RVL), allowing Jet objects to define a Operator subclass.

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Technical report
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Enriquez, Marco and Symes, William W.. "Time-Stepping Classes for Optimization (TSOpt)." (2009) https://hdl.handle.net/1911/102134.

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