Dynamic Optimization
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Recent papers in Dynamic Optimization
We propose a new hierarchical approach to resolution scalable lossless and near-lossless (NLS) compression. It combines the adaptability of DPCM schemes with new hierarchical oriented predictors to provide resolution scalability with... more
An energy management strategy–torque distribution and charge sustaining control–for a parallel hybrid electric vehicle with continuously variable transmission is proposed in this study. The torque distribution control problem is... more
This is 'chapter 2' of the Lecture notes from my module on computational methods for Economists. In this chapter we look at dynamic / intertemporal optimisation problems. This chapter focusses on (1) unconstrained optimization, (2) with... more
The Modelica language, targeted at modeling of complex physical systems, has gained increased attention during the last decade. Modelica is about to establish itself as a de facto standard in the modeling community with strong support... more
In this chapter we present a mathematical formulation of complementarity dynamical systems with arbitrary dimension and arbitrary relative degree between the complementary slackness variables. The proposed model incorporates the state... more
Numerical methods and software packages for solving dynamic optimization or optimal control problems require a suitable initial estimation of the solution. This paper focuses on problems that arise in chemical processes described by... more
In this chapter we present a mathematical formulation of complementarity dynamical systems with arbitrary dimension and arbitrary relative degree between the complementary slackness variables. The proposed model incorporates the state... more
Optimization is becoming a standard methodology in many engineering disciplines to im- prove products and processes. The need for optimization is driven by factors such as increased costs for raw materials and stricter environmental... more
A strategy for adaptive control and energetic optimization of aerobic fermentors was implemented, with both air flow and agitation speed as manipulated variables. This strategy is separable in its components: control, optimization,... more
This work performs the dynamic optimization of semibatch vinyl acetate (VAc)/acrylic acid (AA) suspension copolymerizations. The proposed dynamic optimization strategy is based on a direct search Complex algorithm and is used to control... more
The SSPCO (See-See Particle Chicks Optimization) is a type of swarm intelligence algorithm derived from the behavior of See-See Partridge. Although efficiency of this algorithm has been proven for solving static optimization problems, it... more
In an effort to relieve peak hour congestion on freeways, various ramp metering algorithms have been employed to regulate the inputs to freeways from entry ramps. In this paper, we consider a freeway system comprised of a freeway section... more
In this paper we investigate a Self-Adaptive Differential Evolution algorithm (jDE) where F and CR control parameters are self-adapted and a multi-population method with aging mechanism is used. The performance of the jDE algorithm is... more
This paper assesses the value of correlation dynamics in mean-variance asset allocation. A correlation-timing framework is deployed with state of the art models competing against industry correlation-updating rivals and static allocation... more