Brazilian Journal of Chemical Engineering
On-line version ISSN 0104-6632
LOBATO, F. S.; OLIVEIRA-LOPES, L. C. and MURATA, V.V.. A novel hybrid optimization algorithm for diferential-algebraic control problems. Braz. J. Chem. Eng. [online]. 2007, vol.24, n.3, pp. 445-452. ISSN 0104-6632. http://dx.doi.org/10.1590/S0104-66322007000300013.
Dynamic optimization problems can be numerically solved by direct, indirect and Hamilton-Jacobi-Bellman methods. In this paper, the differential-algebraic approach is incorporated into a hybrid method, extending the concepts of structural and differential indexes, consistent initialization analysis, index reduction and dynamic degrees of freedom to the optimal control problem. The resultant differential-algebraic optimal control problem is solved in the following steps: transformation of the original problem into a standard nonlinear programming problem that provides control and state variables, switching time estimates and costate variables profiles with the DIRCOL code; definition of the switching function and the automatically generated sequence of index-1 differential-algebraic boundary value problems from Pontryagins minimum principle by using the developed Otima code; and finally, application of the COLDAE code with the results of the direct method as an initial guess. The proposed hybrid method is illustrated with a pressure-constrained batch reactor optimization problem associated with the slack variable method.
Keywords : Optimal control; Differential - algebraic equations [Hybrid method].