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Constraint partitioning for stability in path-constrained dynamic optimization problems
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DOI：10.1137/S1064827500372390.png)
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Abstract
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In this paper an algorithm for extracting a stable differential-algebraic subsystem from a path-constrained dynamical system is proposed. The subsystem may be integrated directly by a differential-algebraic system integrator to evaluate constraints in shooting- or multiple shooting-type direct methods for solving path-constrained dynamic optimization problems. The algorithm appends algebraic constraints to the unconstrained ordinary differential equation subsystem based on a stability estimate for the resulting differential-algebraic system. The logarithmic norm is used to compute a stability estimate for index 1 and index 2 subsystems. The working of the algorithm is illustrated with examples.
Keywords:
dynamic optimization
stability
path constraints
constraint partitioning
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