Solving higher index DAE  optimal control problems

Stephen Campbell; Peter  Kunkel

doi:10.3934/naco.2016020

Article Contents

2016, Volume 6, Issue 4: 447-472. Doi: 10.3934/naco.2016020

This issue Previous Article Closed-form expression for the inverse of a class of tridiagonal matrices Next Article An approximation scheme for stochastic programs with second order dominance constraints

Solving higher index DAE optimal control problems

Stephen Campbell^1, and
Peter Kunkel^2,

1.
Department of Mathematics, North Carolina State University, Raleigh, North Carolina, 27695-8205
2.
Mathematisches Institut, Universität Leipzig, Augustusplatz 10, D-04109 Leipzig

Received: October 2016

Revised: November 2016

Published: December 2016

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Abstract

A number of methods have been proposed for solving optimal control problems where the process being optimized is described by a differential algebraic equation (DAE). However, many of these methods require special circumstances to hold or the user to have special software. In this paper we go over many of these options and discuss what is usually necessary for them to be successful. We use a nonlinear index three control problem to illustrate many of our observations..

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Mathematics Subject Classification: Primary: 65L80, 49M05, 49M25.

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