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Global optimization of stiff dynamical systems |
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| Authors: | Matthew E Wilhelm Anne V Le Matthew D Stuber |
| Affiliation: | 1. Process Systems and Operations Research Laboratory, Department of Chemical and Biomolecular Engineering, University of Connecticut, Storrs, Mansfield, Connecticut;2. Department of Chemical Engineering, Texas A&M University, College Station, Texas |
| Abstract: | We present a deterministic global optimization method for nonlinear programming formulations constrained by stiff systems of ordinary differential equation (ODE) initial value problems (IVPs). The examples arise from dynamic optimization problems exhibiting both fast and slow transient phenomena commonly encountered in model-based systems engineering applications. The proposed approach utilizes unconditionally stable implicit integration methods to reformulate the ODE-constrained problem into a nonconvex nonlinear program (NLP) with implicit functions embedded. This problem is then solved to global optimality in finite time using a spatial branch-and-bound framework utilizing convex/concave relaxations of implicit functions constructed by a method which fully exploits problem sparsity. The algorithms were implemented in the Julia programming language within the EAGO.jl package and demonstrated on five illustrative examples with varying complexity relevant in process systems engineering. The developed methods enable the guaranteed global solution of dynamic optimization problems with stiff ODE–IVPs embedded. |
| Keywords: | dynamic simulation global optimization implicit functions stiff systems |