A new approach for computing consistent initial values and Taylor coefficients for DAEs using projector-based constrained optimization (Q1646662)

The authors present a new algorithm for computing consistent initial values and consistent Taylor coefficients for higher index differential-algebraic equations. They formulate the task as a constrained optimization problem in which, for the differentiated components, the computed consistent values are as close as possible to user-given guesses. A Python implementation of the algorithm, using AlgoPy (for automatic differentiation) and SLSQP (for sequential least squares quadratic programming), gives encouraging results in numerical tests.