Advanced

Parallel Solution of Large-Scale Dynamic Optimization Problems

Laird, Carl; Wong, Angelica and Åkesson, Johan LU (2011) 21st European Symposium on Computer Aided Process Engineering, 2011
Abstract
This paper presents a decomposition strategy applicable to DAE constrained optimization problems. A common solution method for such problems is to apply a direct transcription method and to solve the resulting non-linear program using an interior point algorithm, where the time to solve the linearized KKT system at each iteration is dominating the total solution time. In the proposed method, the structure of the KKT system resulting from a direct collocation scheme for approximating the DAE constraint is exploited in order to distribute the required linear algebra operations on multiple processors. A prototype implementation applied to benchmark models shows promising results.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to conference
publication status
published
subject
keywords
Dynamic optimization, parallel computing, collocation
conference name
21st European Symposium on Computer Aided Process Engineering, 2011
external identifiers
  • scopus:79958849326
language
English
LU publication?
yes
id
1e6b6345-7deb-43bc-9840-43f845c015e2 (old id 2158251)
date added to LUP
2011-09-15 15:28:25
date last changed
2017-09-03 05:05:03
@misc{1e6b6345-7deb-43bc-9840-43f845c015e2,
  abstract     = {This paper presents a decomposition strategy applicable to DAE constrained optimization problems. A common solution method for such problems is to apply a direct transcription method and to solve the resulting non-linear program using an interior point algorithm, where the time to solve the linearized KKT system at each iteration is dominating the total solution time. In the proposed method, the structure of the KKT system resulting from a direct collocation scheme for approximating the DAE constraint is exploited in order to distribute the required linear algebra operations on multiple processors. A prototype implementation applied to benchmark models shows promising results.},
  author       = {Laird, Carl and Wong, Angelica and Åkesson, Johan},
  keyword      = {Dynamic optimization,parallel computing,collocation},
  language     = {eng},
  title        = {Parallel Solution of Large-Scale Dynamic Optimization Problems},
  year         = {2011},
}