A Direct Method for Parabolic PDE Constrained Optimization Problems (Advances in Numerical Mathematics) [9783658044756]

Overview

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.

The book, A Direct Method for Parabolic PDE Constrained Optimization Problems (Advances in Numerical Mathematics) [Bulk, Wholesale, Quantity] ISBN#9783658044756 in Paperback by Andreas Potschka may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.