Large-Scale Dynamic Optimization Using the Directional Second-Order Adjoint Method

TitleLarge-Scale Dynamic Optimization Using the Directional Second-Order Adjoint Method
Publication TypeJournal Article
Year of Publication2005
AuthorsOzyurt DB, Barton PI
JournalIndustrial & Engineering Chemistry Research
Volume44
Pagination1804-1811
Abstract

Truncated-Newton methods provide an effective way to solve large-scale optimization problems by achieving savings in computation and storage. For dynamic optimization, the Hessianvector products required by these methods can be evaluated accurately at a computational cost which is usually insensitive to the number of optimization variables using a novel directional second-order adjoint ({dSOA}) method. The case studies presented in this paper demonstrate that a {dSOA}-powered truncated-Newton method is a promising candidate for the solution of large-scale dynamic optimization problems.

URLhttp://dx.doi.org/10.1021/ie0494061
DOI10.1021/ie0494061