Optimization problem coupled with differential equations: a numerical algorithm mixing an Interior-point method and event detection

DOI10.1007/s10957-010-9714-1zbMath1201.90197OpenAlexW2084974183MaRDI QIDQ607897

Alexandre Caboussat, Chantal Landry, Jacques Rappaz

Publication date: 6 December 2010

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-010-9714-1

zbMATH Keywords

sensitivity analysisconstrained optimizationinitial value problemdiscontinuity pointswarm-starts

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51) Dynamic programming (90C39)

Related Items (2)

Optimization-constrained differential equations with active set changes ⋮ Dynamic flux balance analysis with nonlinear objective function

Uses Software

• NewtonLib
• GLOPEQ

Cites Work

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• A New Unblocking Technique to Warmstart Interior Point Methods Based on Sensitivity Analysis
• A state event detection algorithm for numerically simulating hybrid systems with model singularities
• State event location in differential-algebraic models
• Reliable solution of special event location problems for ODEs
• Convex Analysis

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