First-order improvement method for the problems of optimal control of logic-dynamic systems

2006 ◽  
Vol 64 (2) ◽  
pp. 288-294 ◽  
Author(s):  
V.A. Baturin
Keyword(s):  
Optimal Control ◽  
Dynamic Systems ◽  
First Order ◽  
Improvement Method

scholarly journals A gradient technique for an optimal control problem governed by a system of nonlinear first order partial differential equations

1995 ◽  
Vol 36 (3) ◽  
pp. 261-273 ◽  
Author(s):  
Mohammad A. Kazemi
Keyword(s):  
Optimal Control ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Optimal Control Problems ◽  
Fréchet Derivative ◽  
Necessary Condition ◽  
Control Problems ◽  
Partial Differential ◽  
Frechet Derivative ◽  
First Order

AbstractIn this paper a class of optimal control problems with distributed parameters is considered. The governing equations are nonlinear first order partial differential equations that arise in the study of heterogeneous reactors and control of chemical processes. The main focus of the present paper is the mathematical theory underlying the algorithm. A conditional gradient method is used to devise an algorithm for solving such optimal control problems. A formula for the Fréchet derivative of the objective function is obtained, and its properties are studied. A necessary condition for optimality in terms of the Fréchet derivative is presented, and then it is shown that any accumulation point of the sequence of admissible controls generated by the algorithm satisfies this necessary condition for optimality.

History Matching in Two-Phase Petroleum Reservoirs

1980 ◽  
Vol 20 (06) ◽  
pp. 521-532 ◽  
Author(s):  
A.T. Watson ◽  
J.H. Seinfeld ◽  
G.R. Gavalas ◽  
P.T. Woo
Keyword(s):  
Optimal Control ◽  
Parameter Estimation ◽  
Objective Function ◽  
History Matching ◽  
Computing Time ◽  
Absolute Permeability ◽  
Two Phase ◽  
Automatic History Matching ◽  
Control Approach ◽  
First Order

Abstract An automatic history-matching algorithm based onan optimal control approach has been formulated forjoint estimation of spatially varying permeability andporosity and coefficients of relative permeabilityfunctions in two-phase reservoirs. The algorithm usespressure and production rate data simultaneously. The performance of the algorithm for thewaterflooding of one- and two-dimensional hypotheticalreservoirs is examined, and properties associatedwith the parameter estimation problem are discussed. Introduction There has been considerable interest in thedevelopment of automatic history-matchingalgorithms. Most of the published work to date onautomatic history matching has been devoted tosingle-phase reservoirs in which the unknownparameters to be estimated are often the reservoirporosity (or storage) and absolute permeability (ortransmissibility). In the single-phase problem, theobjective function usually consists of the deviationsbetween the predicted and measured reservoirpressures at the wells. Parameter estimation, orhistory matching, in multiphase reservoirs isfundamentally more difficult than in single-phasereservoirs. The multiphase equations are nonlinear, and in addition to the porosity and absolutepermeability, the relative permeabilities of each phasemay be unknown and subject to estimation. Measurements of the relative rates of flow of oil, water, and gas at the wells also may be available forthe objective function. The aspect of the reservoir history-matchingproblem that distinguishes it from other parameterestimation problems in science and engineering is thelarge dimensionality of both the system state and theunknown parameters. As a result of this largedimensionality, computational efficiency becomes aprime consideration in the implementation of anautomatic history-matching method. In all parameterestimation methods, a trade-off exists between theamount of computation performed per iteration andthe speed of convergence of the method. Animportant saving in computing time was realized insingle-phase automatic history matching through theintroduction of optimal control theory as a methodfor calculating the gradient of the objective functionwith respect to the unknown parameters. Thistechnique currently is limited to first-order gradientmethods. First-order gradient methods generallyconverge more slowly than those of higher order.Nevertheless, the amount of computation requiredper iteration is significantly less than that requiredfor higher-order optimization methods; thus, first-order methods are attractive for automatic historymatching. The optimal control algorithm forautomatic history matching has been shown toproduce excellent results when applied to field problems. Therefore, the first approach to thedevelopment of a general automatic history-matchingalgorithm for multiphase reservoirs wouldseem to proceed through the development of anoptimal control approach for calculating the gradientof the objective function with respect to theparameters for use in a first-order method. SPEJ P. 521＾

Direct Differentiation Methods for the Design Sensitivity of Multibody Dynamic Systems

1996 ◽  
Author(s):  
Radu Serban ◽  
Jeffrey S. Freeman
Keyword(s):  
Sensitivity Analysis ◽  
Dynamic Systems ◽  
Design Sensitivity ◽  
Differential Algebraic Equations ◽  
Mechanism Analysis ◽  
Algebraic Equations ◽  
First Order ◽  
Direct Differentiation ◽  
Multibody Dynamic ◽  
Standard Techniques

Abstract Methods for formulating the first-order design sensitivity of multibody systems by direct differentiation are presented. These types of systems, when formulated by Euler-Lagrange techniques, are representable using differential-algebraic equations (DAE). The sensitivity analysis methods presented also result in systems of DAE’s which can be solved using standard techniques. Problems with previous direct differentiation sensitivity analysis derivations are highlighted, since they do not result in valid systems of DAE’s. This is shown using the simple pendulum example, which can be analyzed in both ODE and DAE form. Finally, a slider-crank example is used to show application of the method to mechanism analysis.

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