Multiscale concepts for moving horizon optimization

MaRDI QIDQ2762558zbMATH OpenFDO

Authors Thomas Binder, Luise Blank, Wolfgang Marquardt, Wolfgang Dahmen

Publication date 26 November 2002

zbMATH Keywords

chemical engineeringdynamic optimizationmoving horizon optimizationmultiscale conceptsnested iterationwavelets

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Dynamic programming in optimal control and differential games (49L20) Numerical optimization and variational techniques (65K10) Numerical methods for wavelets (65T60) Chemically reacting flows (80A32)

Review text

Complex dynamic optimization problems formulated on moving horizons have to be solved on-line in chemical engineering. This work introduces a multiscale approach based on wavelets. A hierarchy of successively, adaptively refined problems is used. An increasing resolution is obtained avoiding repetead calculations. The resulting problems are are solved in the framework of nested iteration. For the entire collection see [Zbl 0971.00007].

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(5)

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• Iterative algorithms for multiscale state estimation. I: Concepts
• Introduction: Wolfgang Dahmen's mathematical work (as of 2009)

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Uses Software

• SNOPT

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