Speaker : Shivakumar Kameswaran
Abstract: Analysis and Formulation of a Class of Optimization Problems Constrained by Differential Equations

The current decade is marked by the increased need for integration and more realistic models for characterizing complex systems, and a lot of effort is going into Modeling and Simulation of such systems. Many complex physical processes are modeled using a combination of differential and algebraic equations. Such models arise in myriad application areas such as biology, nano-scale processes/phenomena, medicine, energy (including fuel cells) and transport processes. With the growing appreciation for dynamic simulation of processes in various domains, optimization is a natural extension to consider.

Dynamic optimization aims at optimizing systems that are governed by differential equations. From a mathematical viewpoint, a dynamic optimization problem is an optimal control problem, which formally refers to the minimization of a cost (objective) function subject to constraints that represent the dynamics of the system. The last decade has witnessed a tremendous amount of effort going into optimization of differential-algebraic equations. The focus was on developing numerical algorithms and optimization platforms, and solving interesting applications. But in order to cater to the scale and the complexity of present-day applications a number of open questions relating to the efficiency and the reliability of the associated numerical methods, problem formulation/reformulation, handling of ill-conditioned problems, and accommodation of reduced-order-models must be addressed. My Ph.D. research aims at addressing some of these issues using rigorous theoretical tools and/or characteristic examples, and at the same time, use the results for solving large-scale real-world applications to realize the benefits.

In this talk, I will focus particularly on the following topics:
  • The issue of Discretize then Optimize vs. Optimize then Discretize Reliability of Nonlinear Programming (NLP) based methodologies for solving optimal control problems
  • Handling discrete decisions within the dynamic optimization framework
  • Advantages of NLP-based methods for optimization of transport processes
  • Regularization for singular optimal control problems with applications in bio-reactors
  • Large-scale applications in reservoir engineering, fuel cell/gas turbine power generation plants, and transport processes

The future of dynamic optimization lies in large-scale applications. With increased efforts in modeling and simulation of biological and nano-scale processes/phenomena, optimization is a natural extension to consider. With research efforts in the aforementioned directions, dynamic optimization is emerging as a much sought after tool for such applications.