A novel hybrid optimization algorithm for diferential-algebraic control problems

Brazilian Journal of Chemical Engineering

F. S. Lobato¹  L. C. Oliveira-lopes¹  V.v. Murata¹ 

[1] ,Federal University of Uberlândia School of Chemical Engineering Uberlândia MG ,Brazil

关键词: Optimal control;    Differential - algebraic equations;   

DOI  :  10.1590/S0104-66322007000300013

来源: SciELO

【 摘 要 】

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.

【 授权许可】

CC BY   
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