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A Direct Method for Parabolic PDE Constrained Optimization Problems

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13 December 2013
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Andreas Potschka discusses a direct multiple shooting method for dynamic optimization problems constrained by nonlinear, possibly time-periodic, parabolic partial differential equations. In contrast to indirect methods, this approach automatically computes adjoint derivatives without requiring the user to formulate adjoint equations, which can be time-consuming and error-prone. The author describes and analyzes in detail a globalized inexact Sequential Quadratic Programming method that exploits the mathematical structures of this approach and problem class for fast numerical performance. The book features applications, including results for a real-world chemical engineering separation problem.

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    Product Details
    ISBN-13
    9783658044756
    Author
    Andreas Potschka
    Publisher
    Springer Nature B.V.
    Published
    13 December 2013
    Format
    Paperback / softback

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    $105.39
    Ships in 3-5 business days

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    A Direct Method for Parabolic PDE Constrained Optimization Problems

    $105.39

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    Andreas Potschka discusses a direct multiple shooting method for dynamic optimization problems constrained by nonlinear, possibly time-periodic, parabolic partial differential equations. In contrast to indirect methods, this approach automatically computes adjoint derivatives without requiring the user to formulate adjoint equations, which can be time-consuming and error-prone. The author describes and analyzes in detail a globalized inexact Sequential Quadratic Programming method that exploits the mathematical structures of this approach and problem class for fast numerical performance. The book features applications, including results for a real-world chemical engineering separation problem.

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