SOLUTION OF A CLASS OF MULTISTAGE DYNAMIC OPTIMIZATION PROBLEMS .1. PROBLEMS WITHOUT PATH CONSTRAINTS

This paper considers the optimization of transient systems consisting of a fixed number of stages, each of which is described by an index-1 system of differential-algebraic equations (DAE). General initial cond itions at the start of the first stage and junction conditions between stages are allowed, as well as point equality and inequality constrai nts at the end of each stage. A control vector parametrization approac h is used to convert the above problem to a finite dimensional nonline ar programming (NLP) problem. The function gradients required for the solution of the NLP are calculated through the solution of a multistag e DAE system in the variable sensitivities.