Please use this identifier to cite or link to this item: http://hdl.handle.net/10261/57304
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Title: 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
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
URI: http://hdl.handle.net/10261/57304
ISSN: 0009-2509
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Citation: Chemical Engineering Science 54(17): 3851-3860 (1999)
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