Constraint Partitioning for Stability in Path-Constrained Dynamic Optimization Problems
Soumyendu Raha, Linda Ruth Petzold · SIAM Journal on Scientific Computing · 2001
In this paper an algorithm for extracting a stable differential-algebraic subsystem from a path-constrained dynamical system is proposed. The subsystem may be integrated directly by a differential-algebraic system integrator to evaluate constraints in shooting- or multiple shooting-type direct methods for solving path-constrained dynamic optimization problems. The algorithm appends algebraic constraints to the unconstrained ordinary differential equation subsystem based on a stability estimate for the resulting differential-algebraic system. The logarithmic norm is used to compute a stability estimate for index 1 and index 2 subsystems. The working of the algorithm is illustrated with examples.