Author(s):Hirmajer, T. [50%] – Fikar, M. [10%] – Balsa-Canto, E. [25%] – Banga, J. R. [15%]
Title:DOTcvp: Dynamic Optimization Toolbox with Control Vector Parameterization approach
DOTcvp: balíček na riešenie problémov dynamickej optimalizácie pomocou metódy parametrizácie vektora riadenia
Year:2007
Organization:KIRP FCHPT STU
Address:Radlinského 9, 812 37 Bratislava 1, Slovak Republic
Month:12
Note:

Available at: www.kirp.chtf.stuba.sk/~hirmajer/index4.html

Annote:

This report deals with the description of dynamic optimization toolbox (DOTcvp) which is able to solve constrained optimal control problems (OCP) with the control vector parameterization (CVP) approach. The original continuous problem is transformed into the finite dimensional OCP. Then it is possible to solve the resulting nonlinear programming (NLP) problem with the help of any gradient method with the combination of initial value problem(IVP) solver. For all of this is used SUNDIALS tool which was modified for automatic generation of the necessary gradients in two ways. One of them is a finite difference and the second one, a more accurate method, is the sensitivity equations approach. Several NLP solvers, deterministic and stochastic were implemented in order to ensure higher accuracy not only for small problems. All of this is covered by the MATLAB environment, which offers to us a comfortable control and a pretty graphical output.

 
Category of publication:AGI – Reports on solved research and scientific tasks
Department:OIaRP
Inserted/edited by:Ing. Tomáš Hirmajer, PhD.
Last change:11.12.2008 16:24
 
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BIBTEX:@manual{uiam430,
author = {Hirmajer, T. and Fikar, M. and Balsa-Canto, E. and Banga, J. R.},
title = {DOTcvp: Dynamic Optimization Toolbox with Control Vector Parameterization approach},
year = {2007},
organization = {KIRP FCHPT STU},
address = {Radlinsk\'eho 9, 812 37 Bratislava 1, Slovak Republic},
month = {12},
note = {Available at: www.kirp.chtf.stuba.sk/~hirmajer/index4.html},
annote = {This report deals with the description of dynamic optimization toolbox (DOTcvp) which is able to solve constrained optimal control problems (OCP) with the control vector parameterization (CVP) approach. The original continuous problem is transformed into the finite dimensional OCP. Then it is possible to solve the resulting nonlinear programming (NLP) problem with the help of any gradient method with the combination of initial value problem(IVP) solver. For all of this is used SUNDIALS tool which was modified for automatic generation of the necessary gradients in two ways. One of them is a finite difference and the second one, a more accurate method, is the sensitivity equations approach. Several NLP solvers, deterministic and stochastic were implemented in order to ensure higher accuracy not only for small problems. All of this is covered by the MATLAB environment, which offers to us a comfortable control and a pretty graphical output.},
url = {http://www.kirp.chtf.stuba.sk/publication_info.php?id_pub=430}
}