eprintid: 5006 rev_number: 10 eprint_status: archive userid: 1 dir: disk0/00/00/50/06 datestamp: 2004-11-04 08:44:45 lastmod: 2014-04-03 18:37:33 status_changed: 2012-08-14 15:13:28 type: doctoralThesis metadata_visibility: show creators_name: Brandt-Pollmann, Ulrich title: Numerical solution of optimal control problems with implicitly defined discontinuities with applications in engineering title_de: Numerische Lösung von Optimalsteuerungsproblemen mit impliziten Unstetigkeiten mit Anwendungen in der Verfahrenstechnik ispublished: pub subjects: ddc-510 divisions: i-110400 adv_faculty: af-11 keywords: Implicit discontinuities , SQP , IND , DAEs , Direct Multiple Shooting , BDF , Automatic Differentiation , Large-Scale Systems cterms_swd: Rückwärtsdifferentiationsmethode cterms_swd: Sequentielle quadratische Optimierung abstract: In the thesis on hand we treat optimal control problems for implicitly discontinuous dynamical processes. We give a general model formulation which includes implicitly given state dependent discontinuities in the right hand sides of the DAE system. The formulation is adapted to real-world applications from chemical and biotechnological engineering. The resulting problems are large scale constrained problems of optimal control with implicitly given discontinuities of a priori unknown chronology and number. Our solution approach builds on the direct multiple shooting approach which allows the combination of appropriate DAE solvers with modern simultaneous optimization strategies. To solve the underlying optimization problem we apply SQP methods. We explain our strategy to provide sensitivity information at the presence of implicitly given discontinuities for large scale models. Efficient techniques for the derivative generation of the right hand sides particularly adapted to structural sparsity pattern changes of the adjacent Jacobians are presented. We formulate an algorithm to treat the optimization problem which depends on the chronology and number of discontinuities occuring in a digraph given by the successive trajectories of the SQP steps. We explain our modeling of a complex rack-in process of a distillation column and present the models of two biotechnological processes. Each of the models is equipped with characteristical implicit state dependent discontinuities of a priori unknown chronology. In numerical experiments we show the efficient applicability of our algorithms to the presented chemical process and to the two biotechnological applications. We apply our approach to optimal feedback control of a biotechnological application with implicit discontinuities. abstract_translated_lang: eng date: 2004 date_type: published id_scheme: DOI id_number: 10.11588/heidok.00005006 ppn_swb: 164387716X own_urn: urn:nbn:de:bsz:16-opus-50062 date_accepted: 2004-09-21 advisor: HASH(0x5644fa39c918) language: eng bibsort: BRANDTPOLLNUMERICALS2004 full_text_status: public citation: Brandt-Pollmann, Ulrich (2004) Numerical solution of optimal control problems with implicitly defined discontinuities with applications in engineering. [Dissertation] document_url: https://archiv.ub.uni-heidelberg.de/volltextserver/5006/1/main.pdf