A Direct Method for Parabolic PDE Constrained Optimization Problems

2014
ISBN: 978-3-658-04475-6
Verlag: Springer

Buch, Englisch, 216 Seiten, Format (B × H): 148 mm x 210 mm, Gewicht: 3052 g

Reihe: Advances in Numerical Mathematics

Andreas Potschka discusses a direct multiple shooting method for dynamic optimization problems constrained by nonlinear, possibly time-periodic, parabolic partial differential equations. In contrast to indirect methods, this approach automatically computes adjoint derivatives without requiring the user to formulate adjoint equations, which can be time-consuming and error-prone. The author describes and analyzes in detail a globalized inexact Sequential Quadratic Programming method that exploits the mathematical structures of this approach and problem class for fast numerical performance. The book features applications, including results for a real-world chemical engineering separation problem.

Zielgruppe

Research

Autoren/Hrsg.

Potschka, Andreas

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Differentialrechnungen und -gleichungen
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik

Inhaltsverzeichnis

Parabolic PDE Constrained Optimization Problems.- Two-Grid Newton-Picard Inexact SQP.- Structure Exploiting Solution of QPs.- Applications and Numerical Results.

Über Autor(innen)

Dr. Andreas Potschka is a postdoctoral researcher in the Simulation and Optimization group of Prof. Dr. Dres. h. c. Hans Georg Bock at the Interdisciplinary Center for Scientific Computing, Heidelberg University. He is the head of the research group Model-Based Optimizing Control.