Advances in Numerical Mathematics

Potschka, Andreas

Andreas Potschka discusses a direct multiple shooting method for dynamic optimization problems constrained by nonlinear, possibly time-periodic, parabolic partial differential equations. In contrast to indirect methods, this approach automatically computes adjoint derivatives without requiring the user to formulate adjoint equations, which can be time-consuming and error-prone. The author describes and analyzes in detail a globalized inexact Sequential Quadratic Programming method that exploits the mathematical structures of this approach and problem class for fast numerical performance. The book features applications, including results for a real-world chemical engineering separation problem.

Details

Published by: Springer Spektrum

Publication Date: 2013-12-13

Format: Paperback

ISBN-13: 9783658044756

DOI: 10.1007/978-3-658-04476-3

Dimensions: 210cm x148cm

Pages: 216