Efficient Implementation of Collocation Methods for Optimization using OpenModelica and ADOL-C
Vitalij Ruge, Willi Braun, Bernhard Bachmann, Andrea Walther, Kshitij Kulshreshtha · Linköping electronic conference proceedings · 2014
Solution algorithms based on collocation methods are highly suitable for discretizing the underlying dynamic model formulation. Thereafter; the corresponding discretized optimization problem can be solved; e.g. by the interior-point optimizer Ipopt. The performance of the optimizer heavily depends on the availability of derivative information for the underlying optimization problem. Typically; the gradient of the objective function; the Jacobian of the DAEs as well as the Hessian matrix of the corresponding Lagrangian formulation need to be determined. If only some or none of these derivatives are provided; usually numerical approximations are used by the optimizer internally.