Applied Large-Scale Nonlinear Optimization for Optimal Control of Partial Differential Equations and Differential Algebraic Equations

J. B. Rosen, John H. Glick, and E. Michael Gertz

ABSTRACT

The computation of optimal controls for many important systems in science and engineering is now possible. These systems are typically described by either time-dependent partial differential equations (PDEs) or differential algebraic equations (DAEs). In the former case, the PDEs are first converted to DAEs in order to obtain a finite system. The optimal controls for a DAE system are then computed by solving a single large-scale, nonlinear optimization problem. Methods for doing this are summarized, and illustrated with several important applications.