Direct Shooting Method for Optimal Control of the Highly Nonlinear Differential-Algebraic Systems

In the paper the optimal control of highly nonlinear differential-algebraic systems (DAEs) is discussed. The direct shooting method is seen as an efficient tool for control of the complex real-life technological processes, where dynamics and conservation laws are presented. To stabilize the optimization algorithm, the multiple shooting method was proposed. The multiple shooting approach introduces new decision variables and constraints to the problem, but it can preserve the stability of the process, the continuity of the differential state trajectories and enables parallel computation of the mathematical model. The conditions for the frequency of shots, to establish the well-conditioned optimization problem, are considered. The proposed method was tested on the mathematical model of the fed-batch fermentor for penicillin production process, which is a highly nonlinear multistage differential-algebraic system. The numerical simulations were executed in MATLAB environment using Wroclaw Center for Networking and Supercomputing.