A novel hybrid optimization algorithm for diferential-algebraic control problems
Dynamic optimization problems can be numerically solved by direct, indirect and Hamilton-Jacobi-Bellman methods. In this paper, the differential-algebraic approach is incorporated into a hybrid method, extending the concepts of structural and differential indexes, consistent initialization analysis,...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Brazilian Society of Chemical Engineering
2007-09-01
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| Series: | Brazilian Journal of Chemical Engineering |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0104-66322007000300013 |
| Summary: | Dynamic optimization problems can be numerically solved by direct, indirect and Hamilton-Jacobi-Bellman methods. In this paper, the differential-algebraic approach is incorporated into a hybrid method, extending the concepts of structural and differential indexes, consistent initialization analysis, index reduction and dynamic degrees of freedom to the optimal control problem. The resultant differential-algebraic optimal control problem is solved in the following steps: transformation of the original problem into a standard nonlinear programming problem that provides control and state variables, switching time estimates and costate variables profiles with the DIRCOL code; definition of the switching function and the automatically generated sequence of index-1 differential-algebraic boundary value problems from Pontryagin’s minimum principle by using the developed Otima code; and finally, application of the COLDAE code with the results of the direct method as an initial guess. The proposed hybrid method is illustrated with a pressure-constrained batch reactor optimization problem associated with the slack variable method. |
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| ISSN: | 0104-6632 1678-4383 |