Publication: A Differentiation-Based Approach to Dynamic Simulation and Optimization with High-Index Differential-Algebraic Equations
Introduction
Applications
Tools
Research Groups
Workshops
Publications
   List Publications
   Advanced Search
   Info
   Add Publications
My Account
About

A Differentiation-Based Approach to Dynamic Simulation and Optimization with High-Index Differential-Algebraic Equations

- incollection -
 

Author(s)
William F. Feehery , Paul I. Barton

Published in
Computational Differentiation: Techniques, Applications, and Tools

Editor(s)
Martin Berz, Christian Bischof, George Corliss, Andreas Griewank

Year
1996

Publisher
SIAM

Abstract
Reliable methods for solving simulation and dynamic optimization problems must be able to handle the high-index DAEs that arise naturally in these problems. This paper details a modified and automated version of the method of dummy derivatives for solving high-index DAEs that has been implemented within the ABACUSS large-scale equation based modeling environment. To implement our algorithm, we have developed a method for ``dummy variable pivoting″ into a standard DAE solver. Our approach requires a hybrid symbolic and numeric strategy in which we apply computational differentiation to the high-index system, and then employ a numerical integrator to solve the resulting index-1 system. We have modified the dummy derivative method for solving high-index DAEs in several ways to reduce the computational cost required to select and pivot the dummy derivative set. This work demonstrates the feasibility and desirability of using a hybrid numerical and symbolic strategy for the solution of certain classes of simulation and dynamic optimization problems.

Cross-References
Berz1996CDT

BibTeX
@INCOLLECTION{
         Feehery1996ADB,
       author = "William F. Feehery and Paul I. Barton",
       editor = "Martin Berz and Christian Bischof and George Corliss and Andreas Griewank",
       title = "A Differentiation-Based Approach to Dynamic Simulation and Optimization with
         High-Index Differential-Algebraic Equations",
       booktitle = "Computational Differentiation: Techniques, Applications, and Tools",
       pages = "239--252",
       publisher = "SIAM",
       address = "Philadelphia, PA",
       key = "Feehery1996ADB",
       crossref = "Berz1996CDT",
       abstract = "Reliable methods for solving simulation and dynamic optimization problems must be
         able to handle the high-index DAEs that arise naturally in these problems. This paper details a
         modified and automated version of the method of dummy derivatives for solving high-index DAEs that
         has been implemented within the ABACUSS large-scale equation based modeling environment. To
         implement our algorithm, we have developed a method for ``dummy variable pivoting'' into a
         standard DAE solver. Our approach requires a hybrid symbolic and numeric strategy in which we apply
         computational differentiation to the high-index system, and then employ a numerical integrator to
         solve the resulting index-1 system. We have modified the dummy derivative method for solving
         high-index DAEs in several ways to reduce the computational cost required to select and pivot the
         dummy derivative set. This work demonstrates the feasibility and desirability of using a hybrid
         numerical and symbolic strategy for the solution of certain classes of simulation and dynamic
         optimization problems.",
       keywords = "Simulation, dynamic optimization, high-index DAEs, dummy derivatives, ABACUSS.",
       referred = "[Pusch1996JSa].",
       year = "1996"
}


back
  

Contact:
autodiff.org
Username:
Password:
(lost password)