A MATLAB PACKAGE FOR ORTHOGONAL COLLOCATIONS ON FINITE ELEMENTS IN DYNAMIC OPTIMISATION

ČIŽNIAR, M.; SALHI, D.; FIKAR, M.; LATIFI, R.

Abstract

This paper deals with dynamic optimisation of processes. It consists in searching for optimal profiles of decision variables which optimise a given performance index. The collocation on finite elements has been developed and implemented within Matlab environment. The original optimisation problems are then converted into NLP problems which are solved using appropriate NLP solvers, i.e. SQP methods. The gradients of the performance index as well as constraints needed in the NLP solver are analytically computed using formal calculus. Several applications are successfully tested.

Coresponding author e-mail: cizniar[at]pobox[dot]sk

Session: Dynamic and Global Optimisation of Processes (Invited Session, M. Fikar)