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Closed Access item Second-order sensitivities of general dynamic systems with application to optimal control problems

Authors:Vassiliadis, Vassilios S.
Balsa-Canto, Eva
Banga, Julio R.
Keywords:Second-order sensitivities, First-order sensitivities, First-order sensitivities, Control parameterization, Di!erential-algebraic equations, Ordinary di!erential equations
Issue Date:1999
Publisher:Pergamon Press
Citation:Chemical Engineering Science 54(17): 3851-3860 (1999)
Abstract: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.
Description:10 páginas, 6 figuras, 7 tablas
Publisher version (URL):http://dx.doi.org/10.1016/S0009-2509(98)00432-1
Appears in Collections:(IIM) Artículos

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