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A Brief GAMS Tutorial For Dynamic Optimization

This document provides an overview of dynamic optimization problems and how they can be formulated as nonlinear programming problems using collocation on finite elements. It discusses how differential algebraic equation (DAE) models from engineering are converted to NLP problems by discretizing the time domain using collocation points. An example dynamic optimization problem of controlling a Hicks reactor is presented to demonstrate how the model equations are coded in GAMS.

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José Salinas
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71 views

A Brief GAMS Tutorial For Dynamic Optimization

This document provides an overview of dynamic optimization problems and how they can be formulated as nonlinear programming problems using collocation on finite elements. It discusses how differential algebraic equation (DAE) models from engineering are converted to NLP problems by discretizing the time domain using collocation points. An example dynamic optimization problem of controlling a Hicks reactor is presented to demonstrate how the model equations are coded in GAMS.

Uploaded by

José Salinas
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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A Brief GAMS Tutorial

for Dynamic Optimization

L. T. Biegler
Chemical Engineering Department
Carnegie Mellon University
Pittsburgh, PA
Dynamic Optimization Problem

s.t.

t, time tf, final time


z, differential variables u, control variables
y, algebraic variables p, time independent parameters
Carnegie Mellon
DAE Models in Engineering

Differential Equations
• Conservation Laws (Mass, Energy, Momentum)

Algebraic Equations
• Constitutive Equations, Equilibrium (physical properties,
hydraulics, rate laws)

Characteristics
• Large-scale models – not easily scaled
• Sparse but no regular structure
• Direct solvers widely used
• Coarse-grained decomposition of linear algebra

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Nonlinear Programming Formulation

Nonlinear Dynamic
Optimization Problem

Collocation on
finite Elements

Nonlinear Programming
Problem (NLP)

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Collocation on Finite Elements
Polynomials
True solution
•" •" •"
•" •" •"
•" •" •" •"
•" •"
•"
" " " " " " " " " " " "
to ti Collocation points
tf
i
Mesh points
Finite element, i

" " " "


element i " " "
" " "
" "

Algebraic and Control variables


Discontinuous
Carnegie Mellon
Nonlinear Programming Problem

s.t.

Carnegie Mellon
Dynamic Optimization:
Methods of Solution

•  GAMS – requires complex set notation and conditional


statements, general formulation with all collocation
equations
•  AMPL – similar to GAMS, more elegant set notation
and conditional statements, general formulation with all
collocation equations
•  DynoPC – requires only statement of model, data-driven
program in Windows, uses IPOPT and ADOL-C

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Example: Hicks
Reactor Problem

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Example: Hicks Reactor Problem

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Introduction and define Sets

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Define Sets and Conditional Sets

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Define parameters for collocation

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Define Variables and Equations

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Collocation Model

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Initialization and Solution

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