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An inexact interior point method for optimization of differential algebraic systems

Emil Klintberg (Institutionen för signaler och system, Reglerteknik) ; Sébastien Gros (Institutionen för signaler och system, Reglerteknik)
Computers and Chemical Engineering (0098-1354). Vol. 92 (2016), p. 163-171.
[Artikel, refereegranskad vetenskaplig]

This paper presents an inexact factorization technique in the context of an interior point method for optimal control of systems described by Differential Algebraic Equations (DAEs). The proposed method is based on a numerically banded structure arising in the normal equations. The structure implies that banded factorization techniques can be used to calculate inexact Newton directions at a low computational cost. Numerical experiments show that a narrow band in the normal equations can be selected without impeding the convergence of the method.

Nyckelord: Differential algebraic systems; Inexact search directions; Interior-point methods



Denna post skapades 2016-07-12. Senast ändrad 2016-09-16.
CPL Pubid: 239295

 

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Institutioner (Chalmers)

Institutionen för signaler och system, Reglerteknik

Ämnesområden

Reglerteknik

Chalmers infrastruktur