Constraint partitioning for stability in path-constrained dynamic optimization problems

Citation
S. Raha et Lr. Petzold, Constraint partitioning for stability in path-constrained dynamic optimization problems, SIAM J SC C, 22(6), 2001, pp. 2051-2074
Citations number
19
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON SCIENTIFIC COMPUTING
ISSN journal
10648275 → ACNP
Volume
22
Issue
6
Year of publication
2001
Pages
2051 - 2074
Database
ISI
SICI code
1064-8275(20010416)22:6<2051:CPFSIP>2.0.ZU;2-P
Abstract
In this paper an algorithm for extracting a stable differential-algebraic s ubsystem from a path-constrained dynamical system is proposed. The subsyste m may be integrated directly by a differential-algebraic system integrator to evaluate constraints in shooting- or multiple shooting-type direct metho ds for solving path-constrained dynamic optimization problems. The algorith m appends algebraic constraints to the unconstrained ordinary differential equation subsystem based on a stability estimate for the resulting differen tial-algebraic system. The logarithmic norm is used to compute a stability estimate for index 1 and index 2 subsystems. The working of the algorithm i s illustrated with examples.