A Brief GAMS Tutorial for Dynamic Optimization

L. T. Biegler Chemical Engineering Department

Carnegie Mellon University Pittsburgh, PA

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tf, final time u, control variables p, time independent parameters

t, time z, differential variables y, algebraic variables

Dynamic Optimization Problem

s.t.

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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 Dynamic Optimization Problem

Collocation on finite Elements

Nonlinear Programming Problem (NLP)

Nonlinear Programming Formulation

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to tf

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Collocation points

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True solution Polynomials

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Finite element, i

ti

Mesh points i

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Algebraic and Control variables Discontinuous

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Collocation on Finite Elements

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Nonlinear Programming Problem

s.t.

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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