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Real-Time Optimization of DAE Systems

In: Online Optimization of Large Scale Systems

Author

Listed:
  • Christof Büskens

    (Universität Bayreuth, Lehrstuhl für Ingenieurmathematik)

  • Matthias Gerdts

    (Universität Bayreuth, Lehrstuhl für Angewandte Mathematik)

Abstract

We consider approaches for real-time optimization of dynamical systems governed by differential-algebraic (DAE) systems. Special attention is turned on the calculation of consistent initial values such that the DAE system is solvable. The underlying DAE optimal control problem is solved numerically by a direct single shooting method. This method reduces the infinite dimensional optimal control problem by discretization of the control over a suitable chosen grid to a finite dimensional optimization problem. A real-time optimization method is achieved by performing a parameter sensitivity analysis of the discretized optimal control problem, taking the calculation of consistent initial values into account. A high dimensional and highly nonlinear example of a car’s jink is discussed to demonstrate the capabilities of the proposed methods.

Suggested Citation

  • Christof Büskens & Matthias Gerdts, 2001. "Real-Time Optimization of DAE Systems," Springer Books, in: Martin Grötschel & Sven O. Krumke & Jörg Rambau (ed.), Online Optimization of Large Scale Systems, pages 117-128, Springer.
    • Handle: RePEc:spr:sprchp:978-3-662-04331-8_8
    DOI: 10.1007/978-3-662-04331-8_8
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