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A Direct Method for Parabolic Pde Constrained Optimization Problems
Paperback
Series: Advances in Numerical Mathematics
Technology & EngineeringGeneral Mathematics
ISBN13: 9783658044756
Publisher: Springer Nature
Published: Dec 13 2013
Pages: 216
Weight: 0.68
Height: 0.53 Width: 5.83 Depth: 8.27
Language: English
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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