Generalized derivatives of dynamic systems with a linear program embedded

TitleGeneralized derivatives of dynamic systems with a linear program embedded
Publication TypeJournal Article
Year of Publication2016
AuthorsHöffner K, Khan KA, Barton PI
JournalAutomatica
Volume63
Pagination198-208
Date Published01/2016
Abstract

Dynamic systems with a linear program (LP) embedded can be found in control and optimization of bioreactor models based on dynamic flux balance analysis (DFBA). Derivatives of the dynamic states with respect to a parameter vector are essential for open and closed-loop dynamic optimization and parameter estimation of such systems. These derivatives, given by a forward sensitivity system, may not exist because the optimal value of a linear program as a function of the right-hand side of the constraints is not continuously differentiable. Therefore, nonsmooth analysis must be applied which provides optimality conditions in terms of subgradients, for convex functions, or Clarke’s generalized gradient, for nonconvex functions. This work presents an approach to compute the necessary information for nonsmooth optimization, i.e., an element of the generalized gradient. Moreover, a numerical implementation of the results is introduced. The approach is illustrated through a large-scale dynamic flux balance analysis example.

URLhttp://authors.elsevier.com/a/1S0kP1AMujKne
DOI10.1016/j.automatica.2015.10.026