Applying extended automatic differentiation technique to process system optimization problems

Author

Xiang, Li ; Weitao, Zhong ; Zhijiang, Shao ; Jixin, Qian

Author_Institution

Inst. of Syst. Eng., Zhejiang Univ., Hangzhou, China

Volume

5

fYear

2001

fDate

2001

Firstpage

4079

Abstract

An extended automatic differentiation (XAD) algorithm is developed to generate the derivative expressions which are coded into subroutines to replace the first derivative evaluation module of the SQP algorithm. Numerical results show that the derivative evaluation by derivative expressions, which is produced by XAD, is much faster than that by finite-difference approximation and plain automatic differentiation. A significant enhancement in optimization efficiency is also obtained by employing XAD technique instead of derivative approximation method

Keywords

differentiation; finite difference methods; optimisation; symbol manipulation; SQP algorithm; derivative approximation method; derivative evaluation module; derivative expressions; extended automatic differentiation; finite-difference approximation; plain automatic differentiation; process system optimization problems; Algorithms; Approximation methods; Convergence; Cost function; Finite difference methods; Jacobian matrices; Lagrangian functions; Optimization methods; Quadratic programming; Systems engineering and theory;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2001. Proceedings of the 2001

Conference_Location

Arlington, VA

ISSN

0743-1619

Print_ISBN

0-7803-6495-3

Type

conf

DOI

10.1109/ACC.2001.946354

Filename

946354