Title
An efficient sparse approach to sensitivity generation for large-scale dynamic optimization
Abstract
In this work, an efficient approach is proposed for the combined step-wise state and sensitivity integration tailored to the orthogonal collocation in finite elements integration method. The presented algorithm can be adapted to any one step integration method where gradients are available from the solution of the discretized system. Moreover, it is completely based on sparse matrix calculus, which makes it especially suitable for large-scale equation systems with a relative small number of independent variables. The relative computational effort in comparison to a state integration is small with a linear increase w.r.t. the number of independent variables. The performance of the developed algorithm has been tested on two case studies: the parameter estimation of a stiff implicit differential equation system with parameters directly connected to the differential states, and the dynamic optimization of a stiff general DAE system.
Year
DOI
Venue
2011
10.1016/j.compchemeng.2010.10.008
Computers & Chemical Engineering
Keywords
Field
DocType
First-order sensitivities,Integration of fully implicit dynamic systems,Orthogonal collocation on finite elements,Large sparse equation systems,Differential algebraic equation systems,Single shooting
Differential equation,Discretization,Mathematical optimization,Orthogonal collocation,Finite element method,Variables,Estimation theory,Mathematics,Sparse matrix,Universal differential equation
Journal
Volume
Issue
ISSN
35
10
0098-1354
Citations 
PageRank 
References 
3
1.00
4
Authors
4
Name
Order
Citations
PageRank
Tilman Barz131.00
Stefan Kuntsche231.00
Güunter Wozny331.00
H. Arellano-Garcia4615.92