Abstract
Numerical noise is a prevalent concern in simulation-based optimization problems, where it is usually difficult to exactly describe the objective function. With numerical noise, convergence is not always guaranteed. This paper investigates the use of Continuous Sensitivity Equation (CSE) as the method to calculate the gradient of the inexact objective function in order to reduce numerical noise. Experiments of the problem describing the orbit of a satellite of the earth-moon system with a set of Ordinary Differential Equations (ODEs) and other practical applications in the field of mechanical and electrical engineering are conducted. Gradients are calculated with both CSE and Finite Difference (FE) and compared. CSE yields impressive results for these examples.
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