A Reduced-Space Interior-Point Quasi-Sequential Approach to Nonlinear Optimization of Large-Scale Dynamic Systems

机译：大型动态系统非线性优化的空间缩减内点拟序法

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We propose a reduced-space interior-point approach to nonlinear optimization problems with general inequality constraints. It is an extension of the quasi-sequential approach to dynamic optimization of large-scale systems. Inequality constraints are formed by adding slack variables to an equality constrained barrier (interior-point) problem which is solved by a range space step and a null space step in every iteration. Mathematical derivations and computation schemes are presented. We take a highly nonlinear parameter estimation problem as an example to demonstrate the effectiveness of this approach. The result is compared with the full space approach in terms of overall CPU time and number of iterations.

机译：我们提出了一种具有一般不等式约束的非线性优化问题的缩减空间内点方法。它是准顺序方法对大型系统动态优化的扩展。不等式约束是通过将松弛变量添加到等式约束障碍（内部点）问题而形成的，该问题在每次迭代中均通过范围空间步长和空值空间步长来解决。提出了数学推导和计算方案。我们以一个高度非线性的参数估计问题为例来证明这种方法的有效性。将结果与全空间方法在总体CPU时间和迭代次数方面进行了比较。

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《2010 IEEE RIVF International Conference on Computing and Communication Technologies, Research, Innovation, and Vision for the Future》|2010年|p.1-6|共6页
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Vu Quoc Dong; Li Pu;
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1. A Quasi-Sequential Approach to Large-Scale Dynamic Optimization Problems [J] . Weirong Hong, Shuqing Wang, Pu Li, AIChE Journal . 2006,第1期

机译：大规模动态优化问题的拟序方法
2. Improvement of State Profile Accuracy in Nonlinear Dynamic Optimization with the Quasi-Sequential Approach [J] . Martin Bartl, Pu Li, Lorenz T. Biegler AIChE Journal . 2011,第8期

机译：准序贯方法在非线性动态优化中提高状态轮廓精度
3. Improvement of state profile accuracy in nonlinear dynamic optimization with the quasi-sequential approach [J] . Martin Bartl, Pu Li, Lorenz T. Biegler AIChE Journal . 2011,第8期

机译：准序贯方法在非线性动态优化中提高状态轮廓精度
4. A Reduced-Space Interior-Point Quasi-Sequential Approach to Nonlinear Optimization of Large-Scale Dynamic Systems [C] . Vu Quoc Dong, Li Pu 2010 IEEE RIVF International Conference on Computing and Communication Technologies, Research, Innovation, and Vision for the Future . 2010

机译：大型动态系统非线性优化的空间缩减内点拟序法
5. Structured large-scale nonlinear optimization using interior-point methods: Applications in water distribution systems. [D] . Laird, Carl Damon. 2006

机译：使用内点法的结构化大规模非线性优化：在供水系统中的应用。
6. Transient dynamics in strongly nonlinear systems: optimization of initial conditions on the resonant manifold [O] . Nathan Perchikov, O. V. Gendelman -1

机译：强非线性系统中的瞬态动力学：谐振歧管上的初始条件的优化
7. Inexact Newton based Lifted Implicit Integrators for fast Nonlinear MPC**This research was supported by Research Council KUL: PFV/10/002 Optimization in Engineering Center OPTEC; Eurostars SMART; Belgian Federal Science Policy Office: IUAP P7 (DYSCO, Dynamical systems, control and optimization, 2012-2017); EU: FP7-TEMPO (MCITN-607957), ERC HIGHWIND (259166), H2020-ITN AWESCO (642682). R. Quirynen holds a PhD fellowship of the Research Foundation - Flanders (FWO). [O] . Rien Quirynen, Sébastien Gros, Moritz Diehl 2015

机译：基于InexAct Newton的升降隐式积分器，用于快速非线性MPC **这项研究得到了研究委员会Kul的支持：PFV / 10/002在工程中心Optec中的优化;欧洲之星聪明;比利时联邦科学政策办公室：Iuap P7（Dysco，动态系统，控制和优化，2012-2017）;欧盟：FP7-Tempo（MCITN-607957），ERC Highwind（259166），H2020-ITN AVESCO（642682）。 R. Quirynen举行了研究基金会的博士学位 - 法兰德斯（FWO）。

A Reduced-Space Interior-Point Quasi-Sequential Approach to Nonlinear Optimization of Large-Scale Dynamic Systems

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