dynamic programming – Page 13 – Optimization Online

A Remarkable Property of the Dynamic Optimization Extremals

Published: 2001/08/13

Systems governed by Differential Equations Optimization constants of the motion, dynamic programming, optimal control, pontryagin extremals

A dynamic optimization continuous problem poses the question of what is the optimal magnitude of a choice variable, at each point of time, in a given interval. To tackle such problems, three major approaches are available: dynamic programming; the calculus of variations; and the powerful optimal control approach. At the core of optimal control theory … Read more

Multiscale Concepts for Moving Horizon Optimization

Published: 2001/03/19

Applications - Science and Engineering adaptive refinement, dynamic programming, ill--posed problem, iterative solvers, model predictive control, multiscale concept, on--line computation, optimal control, receding horizon estimation, wavelets

In chemical engineering complex dynamic optimization problems formulated on moving horizons have to be solved on-line. In this work, we present a multiscale approach based on wavelets where a hierarchy of successively, adaptively refined problems are constructed.They are solved in the framework of nested iteration as long as the real-time restrictions are fulfilled. To avoid … Read more