On solving optimal control problems with higher index differential-algebraic equations

DOI10.1080/10556788.2014.892597zbMath1301.49077OpenAlexW2046393210MaRDI QIDQ2926077

Radosław Pytlak, Tomasz Zawadzki

Publication date: 29 October 2014

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2014.892597

zbMATH Keywords

optimal controlimplicit Runge-Kutta methodadjoint equationshigher index differential-algebraic equations

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Implicit ordinary differential equations, differential-algebraic equations (34A09) Discrete approximations in optimal control (49M25) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for problems involving relations other than differential equations (49K21)

Related Items

Sampled-data stabilization of a class of nonlinear differential algebraic systems via partial-state and output feedback ⋮ An efficient adjoint computational method based on lifted IRK integrator and exact penalty function for optimal control problems involving continuous inequality constraints ⋮ Optimal Control of Hybrid Systems with Sliding Modes ⋮ A sequential computational approach to optimal control problems for differential-algebraic systems based on efficient implicit Runge-Kutta integration ⋮ Numerical procedure for the sensitivity analysis of hybrid systems ⋮ Optimizing micro-algae production in a raceway pond with variable depth

Uses Software

• SUNDIALS

Cites Work

• Unnamed Item
• SUNDIALS
• Characterizing differential algebraic equations without the use of derivative arrays
• Feasible direction algorithm for optimal control problems with state and control constraints: Implementation
• Numerical methods for optimal control problems with state constraints
• Linear subspaces for linear DAEs of index 1
• Efficient sensitivity analysis of large-scale differential-algebraic systems
• Differential algebraic systems anew
• Software and algorithms for sensitivity analysis of large-scale differential algebraic systems
• Adjoint sensitivity analysis for differential-algebraic equations: algorithms and software
• Numerical methods and software for sensitivity analysis of differential-algebraic systems
• Boundary conditions and their transfer for differential-algebraic equations of index 1
• Sensitivity analysis of differential-algebraic equations: A comparison of methods on a special problem
• Linear differential algebraic equations of index 1 and their adjoint equations
• Optimal control of differential-algebraic equations of higher index. II: Necessary optimality conditions
• Optimal control of differential-algebraic equations of higher index. I: First-order approximations
• On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
• Interactive dynamic optimization server – connecting one modelling language with many solvers
• Differential Algebraic Equations, Indices, and Integral Algebraic Equations
• Differential-Algebraic Equation Index Transformations
• The Consistent Initialization of Differential-Algebraic Systems
• A Feasible Directions Algorithm for Optimal Control Problems with State and Control Constraints: Convergence Analysis
• Algorithm 755: ADOL-C
• Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution
• Solving Ordinary Differential Equations II
• Transfer of boundary conditions for DAE<scp>s</scp>of index 1
• A simple structural analysis method for DAEs

This page was built for publication: On solving optimal control problems with higher index differential-algebraic equations