Thomas Binder, L. Blank, W. Dahmen, Wolfgang Marquardt:
Grid refinement in multiscale dynamic optimization
ESCAPE-10 (European Symposium on Computer Aided Process Engineering), Florence, Italy, 7-10.5.2000, 31-36
In the present work we explore an adaptive discretization scheme for dynamic optimization problems applied to input and state estimation. The proposed method is embedded into a solution methodology where the dynamic optimization problem is approximated by a hierarchy of successively refined finite dimensional problems Information on the solution of the coarser approximations is used to construct a fully adaptive, problem dependent discretization where the finite dimensional spaces are spanned by biorthogonal wavelets arising from B-splines. We demonstrate exemplarily that the proposed strategy is capable to identify accurate discretization meshes which are more economical than uniform meshes with respect to the ration of approximation quality vs. number of used trial functions.
Dynamic optimization, large scale systems, direct method, adaptive mesh refinement, input estimation, state estimation, simultaneous approach, wavelets.