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Título : Second-order sensitivities of general dynamic systems with application to optimal control problems
Autor : Vassiliadis, Vassilios S., Balsa-Canto, Eva, Banga, Julio R.
Palabras clave : Second-order sensitivities
First-order sensitivities
First-order sensitivities
Control parameterization
Di!erential-algebraic equations
Ordinary di!erential equations
Fecha de publicación : 1999
Editor: Pergamon Press
Resumen: 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.
Descripción : 10 páginas, 6 figuras, 7 tablas
Versión del editor:
ISSN: 0009-2509
DOI: 10.1016/S0009-2509(98)00432-1
Citación : Chemical Engineering Science 54(17): 3851-3860 (1999)
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