A Direct Method for Parabolic pde Constrained Optimization Problems de Andreas Potschka(Springer Spektrum)
Potschka Andreas
Synopsis "A Direct Method for Parabolic pde Constrained Optimization Problems de Andreas Potschka(Springer Spektrum)"
Andreas Potschka discusses a direct multiple shooting method for dynamic optimization problems constrained by nonlinear, possibly time-periodic, parabolic partial differential equations. In contrast to indirect methods, this approach automatically computes adjoint derivatives without requiring the user to formulate adjoint equations, which can be time-consuming and error-prone. The author describes and analyzes in detail a globalized inexact Sequential Quadratic Programming method that exploits the mathematical structures of this approach and problem class for fast numerical performance. The book features applications, including results for a real-world chemical engineering separation problem.