TY - JOUR
ID - Digital.CSIC
A1 - Balsa-Canto, Eva
A1 - Banga, Julio R.
A1 - Vassiliadis, Vassilios S.
Y1 - 1999
JO - Chemical Engineering Science
VL - 54
SP - 3851
EP - 3860
SN - 0009-2509
UR - http://hdl.handle.net/10261/57304
N2 - The derivation of formulae for second-order parametric sensitivity analysis of differential-algebraic equations is presented in this
paper, using tensorial analysis. The proposed formulae derive this information in conjunction with the state and "rst-order sensitivity
evaluation. An original result in this work is the derivation of Hessian matrix}vector product forms which are shown to have the same
computational complexity as the evaluation of "rst-order sensitivities. The theoretical result for second-order sensitivities is shown to
be a very e!ective way to solve optimal control problems. The algorithm constructed is demonstrated to have a "ne performance on
three standard optimal control problems taken from the chemical engineering literature.
PB - Pergamon Press
KW - Control parameterization
KW - Di!erential-algebraic equations
KW - First-order sensitivities
KW - First-order sensitivities
KW - Ordinary di!erential equations
KW - Second-order sensitivities
T1 - Second-order sensitivities of general dynamic systems with application to optimal control problems
ER -