Part I. Theoretical foundations -- Problem formulation tAndreas Potschka -- Direct Optimization: Problem discretization tAndreas Potschka -- Elements of optimization theory tAndreas Potschka -- Part II. Numerical methods -- Inexact Sequential Quadratic Programming tAndreas Potschka -- Newton-Picard preconditioners tAndreas Potschka -- One-shot one-step methods and their limitations tAndreas Potschka -- Condensing tAndreas Potschka -- A Parametric Active Set method for QP solution tAndreas Potschka -- Automatic derivative generation tAndreas Potschka -- The software package MUSCOP tAndreas Potschka -- Part III. Applications and numerical results -- Linear boundary control for the periodic 2D heat equation tAndreas Potschka -- Nonlinear boundary control of the periodic 1D heat equation tAndreas Potschka -- Optimal control for a bacterial chemotaxis system tAndreas Potschka -- Optimal control of a Simulated Moving Bed process
Summary
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
Bibliography
Includes bibliographical references
Notes
Online resource; title from PDF (ebrary, viewed January 6, 2014)