Numerical simulation of differential-algebraic equations with embedded global optimization criteria

RWTH Publications (RWTH Aachen)

Abstract

We are considering differential-algebraic equations with embedded optimization criteria (DAEOs) in which the embedded optimization problem is solved by global optimization. This actually leads to differential inclusions for cases in which there are multiple global optimizer at the same time. Jump events from one global optimum to another result in nonsmooth DAEs and thus reduction of the convergence order of the numerical integrator to first-order. Implementation of event detection and location as introduced in this work preserves the higher-order convergence behavior of the integrator. This allows to compute discrete tangents and adjoint sensitivities for optimal control problems.

Authors 3

1. Jens Deussen Aachen

   RWTH Aachen University

   Affiliation as printed

   Informatik : Software and Tools for Computational Engineering , RWTH Aachen University , Germany

2. Jonathan Hüser
3. Uwe Naumann Aachen

   RWTH Aachen University

   Affiliation as printed

   Informatik : Software and Tools for Computational Engineering , RWTH Aachen University , Germany