Imperial College London
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ProfessorBenoitChachuat

Faculty of Engineering, Department of Chemical Engineering

Professor of Process Systems Engineering
 
 
 
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Contact

 

b.chachuat Website

 
 
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Location

 

609Roderic Hill BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Fu:2015:10.1016/j.automatica.2015.09.013,
author = {Fu, J and Faust, JMM and Chachuat, B and Mitos, A},
doi = {10.1016/j.automatica.2015.09.013},
journal = {Automatica},
pages = {184--192},
title = {Local optimization of dynamic programs with guaranteed satisfaction of path constraints},
url = {http://dx.doi.org/10.1016/j.automatica.2015.09.013},
volume = {62},
year = {2015}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - An algorithm is proposed for locating a feasible point satisfying the KKT conditions to a specified tolerance of feasible inequality-path-constrained dynamic programs (PCDP) within a finite number of iterations. The algorithm is based on iteratively approximating the PCDP by restricting the right-hand side of the path constraints and enforcing the path constraints at finitely many time points. The main contribution of this article is an adaptation of the semi-infinite program (SIP) algorithm proposed in Mitsos (2011) to PCDP. It is proved that the algorithm terminates finitely with a guaranteed feasible point which satisfies the first-order KKT conditions of the PCDP to a specified tolerance. The main assumptions are: (i) availability of a nonlinear program (NLP) local solver that generates a KKT point of the constructed approximation to PCDP at each iteration if this problem is indeed feasible; (ii) existence of a Slater point of the PCDP that also satisfies the first-order KKT conditions of the PCDP to a specified tolerance; (iii) all KKT multipliers are nonnegative and uniformly bounded with respect to all iterations. The performance of the algorithm is analyzed through two numerical case studies.
AU  - Fu,J
AU  - Faust,JMM
AU  - Chachuat,B
AU  - Mitos,A
DO  - 10.1016/j.automatica.2015.09.013
EP  - 192
PY  - 2015///
SN  - 1873-2836
SP  - 184
TI  - Local optimization of dynamic programs with guaranteed satisfaction of path constraints
T2  - Automatica
UR  - http://dx.doi.org/10.1016/j.automatica.2015.09.013
UR  - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000366233700023&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
UR  - http://hdl.handle.net/10044/1/30356
VL  - 62
ER  -
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