A Direct Method for Parabolic Pde Constrained Optimization Problems

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.

• | Author: Andreas Potschka
• | Publisher: Springer Spektrum
• | Publication Date: Dec 13, 2013
• | Number of Pages: 216 pages
• | Binding: Paperback or Softback
• | ISBN-10: 3658044756
• | ISBN-13: 9783658044756