Numerical and Symbolic Methods for Dynamic Optimization
Author
Summary, in English
Modelica is a standardized modeling language, which permeates the thesis. One of the many benefits of Modelica is that it is supported by several different tools, allowing implemented models to be used for different purposes. However, Modelica models are often developed for dynamic simulation and sometimes with little regard for numerics, which is enabled by the power of the available simulation software. Consequently, the models may be difficult to reuse for dynamic optimization, which is one of the challenges addressed by this thesis.
The application of direct collocation to DAE-constrained optimization problems is conventionally done by discretizing the full DAE. This often turns out to be inefficient, especially for DAEs originating from Modelica code. The thesis proposes various schemes to symbolically eliminate many of the algebraic variables in a preprocessing step before discretization to improve the efficiency of numerical methods for dynamic optimization, in particular direct collocation. These techniques are inspired by the causalization and tearing techniques often used when solving DAE initial-value problems in the Modelica community. Since sparsity is crucial for some dynamic optimization methods, we also propose a novel approach to preserving sparsity during this procedure.
A collection of five computationally challenging and industrially relevant optimal control problems is presented. The collection is used to evaluate the performance of the methods. We consider both computational time and probability of solving problems in a timely manner. We demonstrate that the proposed methods often are an order of magnitude faster than the standard way of discretizing the full DAE, and that they also increase probability of successful convergence significantly. It is also demonstrated that the methods are beneficial not only for DAEs originating from Modelica code, but also for more conventional textbook DAEs that have been developed specifically for optimization purposes.
Department/s
Publishing year
2016-11-18
Language
English
Publication/Series
PhD Thesis TFRT-1115
Full text
- Available as PDF - 1 MB
- Available as PDF - 85 kB
- Available as PDF - 121 kB
- Download statistics
Links
Document type
Dissertation
Publisher
Department of Automatic Control, Lund Institute of Technology, Lund University
Topic
- Control Engineering
Keywords
- dynamic optimization
- differential-algebraic equations
- Modelica
- direct collocation
- block-triangular ordering
Status
Published
Project
- LCCC
- Numerical and Symbolic Algorithms for Dynamic Optimization
Research group
- LCCC
Supervisor
- Anders Rantzer
- Bo Bernhardsson
- Johan Åkesson
ISBN/ISSN/Other
- ISSN: 0280-5316
- ISBN: 978-91-7753-005-3
- ISBN: 978-91-7753-004-6
Defence date
18 November 2016
Defence time
10:15
Defence place
M-huset, M:B
Opponent
- John Hedengren (Assistant Professor)