Output details
12 - Aeronautical, Mechanical, Chemical and Manufacturing Engineering
University of Bradford
An efficient sparse approach to sensitivity generation for large-scale dynamic optimization
An efficient approach is proposed for the combined step-wise state and sensitivity integration tailored to the orthogonal collocation in finite elements integration method. The developed algorithm can be adapted to any one step integration method where gradients are available from the solution of the discretized system. Moreover, it is completely based on sparse matrix calculus, which makes it especially suitable for large-scale equation systems with a relative small number of independent variables. The relative computational effort in comparison to a state integration is small with a linear increase w.r.t. the number of independent variables.