×

Introduction to model based optimization of chemical processes on moving horizons. (English) Zbl 0999.93017

Grötschel, Martin (ed.) et al., Online optimization of large scale systems. Berlin: Springer. 295-339 (2001).
A concise summary of standard techniques of nonlinear moving horizon dynamic optimization is provided. First, the generic problem formulation is given and the optimization problems on fixed and moving horizons are defined. Next, standard numerical techniques to solve the problem for the fixed horizon are reviewed, and the basic extensions of the fixed horizon approaches to the moving horizon case are discussed. Special attention is given to the so-called direct methods in which the infinite dynamic optimization problem is transformed into a nonlinear program (NLP) by parametrizing the controls. Among other methods, the direct single shooting, direct multiple shooting, direct collocation technique, and numerical solution of the NLP by the sequential quadratic programming are elaborated and compared. An extended list of references of the authoring research group on more advanced concepts to solve this demanding optimization problem is also provided.
For the entire collection see [Zbl 0971.00007].

MSC:

93B40 Computational methods in systems theory (MSC2010)
93B51 Design techniques (robust design, computer-aided design, etc.)
90C30 Nonlinear programming
90C20 Quadratic programming
65Y20 Complexity and performance of numerical algorithms

Software:

SNOPT; VPLAN; DASOPT; TOMP
PDFBibTeX XMLCite