W-methods in optimal control
This paper addresses consistency and stability of W-methods up to order three for nonlinear ODE-constrained control problems with possible restrictions on the control. The analysis is based on the transformed adjoint system and the control uniqueness property. These methods can also be applied to large-scale PDE-constrained optimization, since they offer an efficient way to compute gradients of the discrete objective function.
Lang, J, & Verwer, J.G. (2013). W-methods in optimal control. doi:10.1007/s00211-013-0516-x