Abstract
In this paper, constraint aggregation is combined with the adjoint and multiple shooting strategies for optimal control of differential algebraic equations (DAE) systems. The approach retains the inherent parallelism of the conventional multiple shooting method, while also being much more efficient for large scale problems. Constraint aggregation is employed to reduce the number of nonlinear continuity constraints in each multiple shooting interval, and its derivatives are computed by the adjoint DAE solver DASPKADJOINT together with ADIFOR and TAMC, the automatic differentiation software for forward and reverse mode, respectively. Numerical experiments demonstrate the effectiveness of the approach.
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Moongu Jeon received his BS in architectural engineering from the Korea University, M. S. in computer science and Ph. D. in scientific computation from the University of Minnesota under the direction of Dr. Haesun Park. Since 2003, he has been working on medical image processing based on PDE and level-set method, and feature selection methods for high-dimensional biomedical data at the Institute for Biodiagnostics, National Research Council Canada. His main research interests are in image processing, optimization, bioinformatics, pattern recognition and scientific computation.
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Jeon, M. Parallel optimal control with multiple shooting, constraints aggregation and adjoint methods. JAMC 19, 215–229 (2005). https://doi.org/10.1007/BF02935800
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DOI: https://doi.org/10.1007/BF02935800