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Dynamic Optimization: Minimize (, , ) 0, ,, 0

This document discusses dynamic optimization techniques. It introduces dynamic modeling subject to constraints, with the goal of minimizing an objective function over time. As an example application, it shows simulation results of an HIV virus model over time under different parameter values. The document is presented by Dr. John Hedengren and is part of a course on dynamic optimization that covers modeling, estimation, and control methods. It provides an overview of the modeling, estimation and control techniques that will be covered.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
57 views

Dynamic Optimization: Minimize (, , ) 0, ,, 0

This document discusses dynamic optimization techniques. It introduces dynamic modeling subject to constraints, with the goal of minimizing an objective function over time. As an example application, it shows simulation results of an HIV virus model over time under different parameter values. The document is presented by Dr. John Hedengren and is part of a course on dynamic optimization that covers modeling, estimation, and control methods. It provides an overview of the modeling, estimation and control techniques that will be covered.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Dynamic Optimization

(, , )

0=
, , ,

0
, , ,

HIV Virus Simulation


6.647
7

6.112

5.576

Log(Virus)

minimize

5.041

4.506

3
3.970
2
3.435
1
2

2.899
1.95

15

2.364

10
Log(kr1)

1.9

1.828

5
0

time (years)

Dr. John Hedengren

Dynamic Optimization

Courtesy MosaicATM

Courtesy NOV IntelliServ

Course Overview
Lecture Content, Tutorial Videos, Source Files
http://apmonitor.com/do

Main Topics

Dynamic Modeling
Dynamic Data
Moving Horizon Estimation
Model Predictive Control

Theory and Applications


Numerical methods
Standard form for dynamic optimization
Large-scale, gradient based methods

Engineering applications
Chemical, Civil, Electrical, Mechanical, Petroleum

Overview of Methods
Part I: Dynamic Modeling
Empirical
Fundamental

minimize

Part II: Dynamic Estimation


Part III: Dynamic Control
Input (p)

(, , )

0=
, , ,

0
, , ,

System (x)

Output (y)

Applications
Dynamic Modeling
Model building tutorials
Large-scale and complex systems

Dynamic Estimation
Bias Update, Kalman Filter, Moving Horizon Estimation

Dynamic Control
PID, Linear Quadratic Regulator, Model Predictive Control

Hands-on Arduino Application


Launch-pad for individual or group projects

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