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

Title

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

Publication Type
Journal Article
Year of Publication
2005
Journal
Industrial & Engineering Chemistry Research
Number
6
Volume
44
Pagination
1804-1811
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.