A Direct Method for Parabolic PDE Constrained Optimization Problems
| Autor: | Potschka, Andreas |
|---|---|
| EAN: | 9783658044756 |
| Sachgruppe: | Mathematik |
| Sprache: | Englisch |
| Seitenzahl: | 232 |
| Produktart: | Kartoniert / Broschiert |
| Veröffentlichungsdatum: | 13.12.2013 |
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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.
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