关键词: 动态优化, 代数微分方程, 正交配置法

Abstract: Simultaneous solving principles of dynamic optimization problems based on differential-algebraic equations (DAE)were analyzed, and a concise description of the full discrete model based on Lobatto collocation was proposed. For the same original dynamic model, even though the number of discrete elements could be changed in each optimization process, the structures of the optimal solutions retained the similarity. A fast solving strategy of dynamic optimization, named self-heating approach, integrating the warm-start technology for the interior point method and the initial value setting method of barrier parameter, was proposed, and the novel solving approach used low-density discrete solution to approximate the high-density discrete solution. Finally, a test problem of crystallization process was solved by the proposed strategy, and the excellent results confirmed that the solving time could be cut to less than 1/6.

Key words: dynamic optimization, differential-algebraic equation, orthogonal collocation method