Partitioned Quasi-Newton Approximation for Direct Collocation Methods and Its Application to the Fuel-Optimal Control of a Diesel Engine

The numerical solution of optimal control problems by direct collocation is a widely used approach. Quasi-Newton approximations of the Hessian of the Lagrangian of the resulting nonlinear program are also common practice. We illustrate that the transcribed problem is separable with respect to the pr...

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Main Authors: Jonas Asprion, Oscar Chinellato, Lino Guzzella
Format: Article
Language:English
Published: Wiley 2014-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2014/341716
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author Jonas Asprion
Oscar Chinellato
Lino Guzzella
author_facet Jonas Asprion
Oscar Chinellato
Lino Guzzella
author_sort Jonas Asprion
collection DOAJ
description The numerical solution of optimal control problems by direct collocation is a widely used approach. Quasi-Newton approximations of the Hessian of the Lagrangian of the resulting nonlinear program are also common practice. We illustrate that the transcribed problem is separable with respect to the primal variables and propose the application of dense quasi-Newton updates to the small diagonal blocks of the Hessian. This approach resolves memory limitations, preserves the correct sparsity pattern, and generates more accurate curvature information. The effectiveness of this improvement when applied to engineering problems is demonstrated. As an example, the fuel-optimal and emission-constrained control of a turbocharged diesel engine is considered. First results indicate a significantly faster convergence of the nonlinear program solver when the method proposed is used instead of the standard quasi-Newton approximation.
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spelling doaj-art-e63c407f8bd144d0ae6aec19dc7fc0fc2025-02-03T05:51:22ZengWileyJournal of Applied Mathematics1110-757X1687-00422014-01-01201410.1155/2014/341716341716Partitioned Quasi-Newton Approximation for Direct Collocation Methods and Its Application to the Fuel-Optimal Control of a Diesel EngineJonas Asprion0Oscar Chinellato1Lino Guzzella2Institute for Dynamic Systems and Control, ETH Zurich, Sonneggstrasse 3, 8092 Zurich, SwitzerlandFPT Motorenforschung AG, Schlossgasse 2, 9320 Arbon, SwitzerlandInstitute for Dynamic Systems and Control, ETH Zurich, Sonneggstrasse 3, 8092 Zurich, SwitzerlandThe numerical solution of optimal control problems by direct collocation is a widely used approach. Quasi-Newton approximations of the Hessian of the Lagrangian of the resulting nonlinear program are also common practice. We illustrate that the transcribed problem is separable with respect to the primal variables and propose the application of dense quasi-Newton updates to the small diagonal blocks of the Hessian. This approach resolves memory limitations, preserves the correct sparsity pattern, and generates more accurate curvature information. The effectiveness of this improvement when applied to engineering problems is demonstrated. As an example, the fuel-optimal and emission-constrained control of a turbocharged diesel engine is considered. First results indicate a significantly faster convergence of the nonlinear program solver when the method proposed is used instead of the standard quasi-Newton approximation.http://dx.doi.org/10.1155/2014/341716
spellingShingle Jonas Asprion
Oscar Chinellato
Lino Guzzella
Partitioned Quasi-Newton Approximation for Direct Collocation Methods and Its Application to the Fuel-Optimal Control of a Diesel Engine
Journal of Applied Mathematics
title Partitioned Quasi-Newton Approximation for Direct Collocation Methods and Its Application to the Fuel-Optimal Control of a Diesel Engine
title_full Partitioned Quasi-Newton Approximation for Direct Collocation Methods and Its Application to the Fuel-Optimal Control of a Diesel Engine
title_fullStr Partitioned Quasi-Newton Approximation for Direct Collocation Methods and Its Application to the Fuel-Optimal Control of a Diesel Engine
title_full_unstemmed Partitioned Quasi-Newton Approximation for Direct Collocation Methods and Its Application to the Fuel-Optimal Control of a Diesel Engine
title_short Partitioned Quasi-Newton Approximation for Direct Collocation Methods and Its Application to the Fuel-Optimal Control of a Diesel Engine
title_sort partitioned quasi newton approximation for direct collocation methods and its application to the fuel optimal control of a diesel engine
url http://dx.doi.org/10.1155/2014/341716
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