COOPT — a software package for optimal control of large-scale differential–algebraic equation systems

This paper describes the functionality and implementation of COOPT. This software package implements a direct method with modified multiple shooting type techniques for solving optimal control problems of large-scale differential–algebraic equation (DAE) systems. The basic approach in COOPT is to di...

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Vydáno v:Mathematics and computers in simulation Ročník 56; číslo 2; s. 187 - 203
Hlavní autoři: Serban, Radu, Petzold, Linda R.
Médium: Journal Article
Jazyk:angličtina
Vydáno: Amsterdam Elsevier B.V 2001
Elsevier
Témata:
Differential–algebraic equations
Exact sciences and technology
Mathematics
Nonlinear algebraic and transcendental equations
Numerical analysis
Numerical analysis. Scientific computation
Numerical methods in mathematical programming, optimization and calculus of variations
Numerical methods in optimization and calculus of variations
Optimal control
Sciences and techniques of general use
Sensitivity analysis
Sequential quadratic programming methods
Sensitivity analysis
Sequential quadratic programming methods
Optimal control
Differential–algebraic equations
Constraint
Differential equation
Force
Differential system
Differential algebraic equation
Software package
Iteration
Jacobi matrix
Traction
Implementation
Optimization
Thin film
Direct method
Finite element method
Engineering
Tissue
Sequntial quadratic programming
Sensitivity computation
Sequential method
Sparse matrix
Time interval
Trajectory
Cell
Partial derivative
Spacecraft
Tolerance
Quadratic programming
Chemical vapor deposition
Constrained optimization
Equation system
Sensitivity
Algebraic equation
Problem solving
Software
Package
Large scale
Differentiation
ISSN:0378-4754, 1872-7166
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Shrnutí:This paper describes the functionality and implementation of COOPT. This software package implements a direct method with modified multiple shooting type techniques for solving optimal control problems of large-scale differential–algebraic equation (DAE) systems. The basic approach in COOPT is to divide the original time interval into multiple shooting intervals, with the DAEs solved numerically on the subintervals at each optimization iteration. Continuity constraints are imposed across the subintervals. The resulting optimization problem is solved by sparse sequential quadratic programming (SQP) methods. Partial derivative matrices needed for the optimization are generated by DAE sensitivity software. The sensitivity equations to be solved are generated via automatic differentiation. COOPT has been successfully used in solving optimal control problems arising from a wide variety of applications, such as chemical vapor deposition of superconducting thin films, spacecraft trajectory design and contingency/recovery problems, and computation of cell traction forces in tissue engineering.
ISSN:0378-4754
1872-7166
DOI:10.1016/S0378-4754(01)00289-0