An inexact interior point method for optimization of differential algebraic systems
Artikel i vetenskaplig tidskrift, 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


Emil Klintberg

Signaler och system, System- och reglerteknik, Reglerteknik

Sébastien Gros

Signaler och system, System- och reglerteknik, Reglerteknik

Computers and Chemical Engineering

0098-1354 (ISSN)

Vol. 92 163-171