An inexact interior point method for optimization of differential algebraic systems
Journal article, 2016

This paper presents an inexact factorization technique in the context of an interior point method for optimal control of systems described by Differential Algebraic Equations (DAEs). The proposed method is based on a numerically banded structure arising in the normal equations. The structure implies that banded factorization techniques can be used to calculate inexact Newton directions at a low computational cost. Numerical experiments show that a narrow band in the normal equations can be selected without impeding the convergence of the method.

Differential algebraic systems

Interior-point methods

Inexact search directions

Author

Emil Klintberg

Chalmers, Signals and Systems, Systems and control, Automatic Control

Sébastien Gros

Chalmers, Signals and Systems, Systems and control, Automatic Control

Computers and Chemical Engineering

0098-1354 (ISSN)

Vol. 92 163-171

Subject Categories

Control Engineering

DOI

10.1016/j.compchemeng.2016.04.013

More information

Created

10/7/2017