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
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.