Direct multiple shooting for nonlinear optimum experimental design

DOI10.1007/978-3-319-23321-5_4MaRDI QIDQ2801806zbMATH OpenOpenAlexFDO

Authors Dennis Janka, Stefan Körkel, Hans Georg Bock

Publication date 22 April 2016

Published in Contributions in Mathematical and Computational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-23321-5_4

zbMATH Keywords

algorithmdifferential-algebraic equationsmultiple shootingnonlinear optimal control problemnumerical exampleoptimum experimental designparameter identification

Mathematics Subject Classification ID

Implicit ordinary differential equations, differential-algebraic equations (34A09) Inverse problems involving ordinary differential equations (34A55) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimal statistical designs (62K05) Numerical optimization and variational techniques (65K10) Numerical solution of inverse problems involving ordinary differential equations (65L09) Numerical methods for differential-algebraic equations (65L80)

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Cites work

• A minima tracking variant of semi-infinite programming for the treatment of path constraints within direct solution of optimal control problems
• Adjoint-based algorithms and numerical methods for sensitivity generation and optimization of large scale dynamic systems.
• scientific article; zbMATH DE number 4009690 (Why is no real title available?)
• scientific article; zbMATH DE number 54240 (Why is no real title available?)
• scientific article; zbMATH DE number 4117772 (Why is no real title available?)
• scientific article; zbMATH DE number 1889387 (Why is no real title available?)
• Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence
• Numerical methods for optimum experimental design in DAE systems
• Optimal Design of Experiments
• qpOASES: a parametric active-set algorithm for~quadratic programming
• Sampling decisions in optimum experimental design in the light of Pontryagin's maximum principle
• Sizing the BFGS and DFP updates: Numerical study

Cited in

(4)

• Direct multiple shooting and generalized Gauss-Newton method for parameter estimation problems in ODE models
• Sequential quadratic programming with indefinite Hessian approximations for nonlinear optimum experimental design for parameter estimation in differential-algebraic equations
• Optimum experimental design for interface identification problems
• Parameter estimation and control by penalized multiple shooting

Describes a project that uses

Uses Software

• VPLAN
• qpOASES
• Mintoc

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