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Efficient Parallel Solution of Large-Scale Nonlinear Dynamic Optimization Problems

Word, Daniel; Kang, Jia; Laird, Carl and Åkesson, Johan LU (2014) In Computational Optimization and Applications 59(3). p.667-688
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 solve the re- sulting nonlinear program using an interior-point algorithm. For this approach, the time to solve the linearized KKT system at each iteration typically dominates the total solution time. In our proposed method, we exploit the structure of the KKT system resulting from a direct collocation scheme for ap- proximating the DAE constraints in order to compute the necessary linear algebra operations on multiple processors. This approach is applied to find the optimal control profile of a combined cycle power plant with promising results on both... (More)
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 solve the re- sulting nonlinear program using an interior-point algorithm. For this approach, the time to solve the linearized KKT system at each iteration typically dominates the total solution time. In our proposed method, we exploit the structure of the KKT system resulting from a direct collocation scheme for ap- proximating the DAE constraints in order to compute the necessary linear algebra operations on multiple processors. This approach is applied to find the optimal control profile of a combined cycle power plant with promising results on both distributed memory and shared memory computing architectures with speedups of over 50 times possible. (Less)
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Computational Optimization and Applications
volume
59
issue
3
pages
667 - 688
publisher
Kluwer
external identifiers
  • wos:000344803000011
  • scopus:84927123259
ISSN
0926-6003
DOI
10.1007/s10589-014-9651-2
language
English
LU publication?
yes
id
09519dfc-cec6-400b-bb05-c344e170ebe2 (old id 3972728)
date added to LUP
2013-08-17 11:52:35
date last changed
2017-08-27 04:47:58
@article{09519dfc-cec6-400b-bb05-c344e170ebe2,
  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 solve the re- sulting nonlinear program using an interior-point algorithm. For this approach, the time to solve the linearized KKT system at each iteration typically dominates the total solution time. In our proposed method, we exploit the structure of the KKT system resulting from a direct collocation scheme for ap- proximating the DAE constraints in order to compute the necessary linear algebra operations on multiple processors. This approach is applied to find the optimal control profile of a combined cycle power plant with promising results on both distributed memory and shared memory computing architectures with speedups of over 50 times possible.},
  author       = {Word, Daniel and Kang, Jia and Laird, Carl and Åkesson, Johan},
  issn         = {0926-6003},
  language     = {eng},
  number       = {3},
  pages        = {667--688},
  publisher    = {Kluwer},
  series       = {Computational Optimization and Applications},
  title        = {Efficient Parallel Solution of Large-Scale Nonlinear Dynamic Optimization Problems},
  url          = {http://dx.doi.org/10.1007/s10589-014-9651-2},
  volume       = {59},
  year         = {2014},
}