MODELING OF NLP PROBLEMS OF CHEMICAL PROCESSES DESCRIBED BY ODEs
| Autor: | Darci Odloak, M. Tvrzská de Gouvêa |
|---|---|
| Rok vydání: | 2006 |
| Předmět: |
Hessian matrix
Mathematical optimization Optimization problem Differential equation business.industry MathematicsofComputing_NUMERICALANALYSIS General Medicine computer.software_genre Nonlinear programming symbols.namesake Ordinary differential equation ComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATION Jacobian matrix and determinant symbols Artificial intelligence business computer Natural language processing Mathematics Numerical partial differential equations Sequential quadratic programming |
| Zdroj: | IFAC Proceedings Volumes. 39:803-808 |
| ISSN: | 1474-6670 |
| DOI: | 10.3182/20060402-4-br-2902.00803 |
| Popis: | Both real-time and off-line optimizations are commonly performed in order to enhance productivity. The optimization problem is often posed as a nonlinear programming (NLP) problem solved by a SQP algorithm. When processes need to be described by differential equations, difficulties will arise in using SQP algorithms, since Jacobians of constraints described by differential equations will have to be evaluated. In this paper, we show how to derive analytical expressions for both Jacobian and Hessian matrices for the constraints described by ordinary differential equations, without increasing the dimension of the resultant NLP problem to be solved. |
| Databáze: | OpenAIRE |
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