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Dynamic optimization using a wavelet based adaptive control vector parameterization strategy
DOI:10.1016/S0098-1354(00)00357-4.png)
Abstract
En 中文
In this work we present an adaptive parameterization strategy for the so-called sequential solution approach where the optimization problem is approximated by a nonlinear program (NLP) by parameterization of the control variables only. The proposed method is embedded into a solution methodology where a hierarchy of successively refined finite dimensional optimization problems are solved. Information on the solution of the coarser approximation is used to construct a fully adaptive, problem dependent parameterization. The adaptation is built on a multiscale setting involving wavelets. We demonstrate examplarily that the adaptive parameterization is more efficient and robust compared with a uniform parameterization of comparable accuracy. (C) 2000 Elsevier Science Ltd. All rights reserved.
Keywords:
dynamic optimization
large scale systems
adaptive mesh refinement
control vector parameterization
single shooting
wavelets
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