A computational algorithm for a class of non-smooth optimal control problems arising in aquaculture operations

This paper introduces a computational approach for solving non-linear optimal control problems in which the objective function is a discontinuous function of the state. We illustrate this approach using a dynamic model of shrimp farming in which shrimp are harvested at several intermediate times dur...

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Main Authors: Blanchard, E., Loxton, Ryan, Rehbock, Volker
Format: Journal Article
Published: Elsevier Inc. 2013
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/27690
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author Blanchard, E.
Loxton, Ryan
Rehbock, Volker
author_facet Blanchard, E.
Loxton, Ryan
Rehbock, Volker
author_sort Blanchard, E.
building Curtin Institutional Repository
collection Online Access
description This paper introduces a computational approach for solving non-linear optimal control problems in which the objective function is a discontinuous function of the state. We illustrate this approach using a dynamic model of shrimp farming in which shrimp are harvested at several intermediate times during the production cycle. The problem is to choose the optimal harvesting times and corresponding optimal harvesting fractions (the percentage of shrimp stock extracted) to maximize total revenue. The main difficulty with this problem is that the selling price of shrimp is modelled as a piecewise constant function of the average shrimp weight and thus the revenue function is discontinuous. By performing a time-scaling transformation and introducing a set of auxiliary binary variables, we convert the shrimp harvesting problem into an equivalent optimization problem that has a smooth objective function. We then use an exact penalty method to solve this equivalent problem. We conclude the paper with a numerical example.
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publishDate 2013
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spelling curtin-20.500.11937-276902019-02-19T04:28:02Z A computational algorithm for a class of non-smooth optimal control problems arising in aquaculture operations Blanchard, E. Loxton, Ryan Rehbock, Volker Shrimp farming Exact penalty function Non-smooth optimization Optimal control This paper introduces a computational approach for solving non-linear optimal control problems in which the objective function is a discontinuous function of the state. We illustrate this approach using a dynamic model of shrimp farming in which shrimp are harvested at several intermediate times during the production cycle. The problem is to choose the optimal harvesting times and corresponding optimal harvesting fractions (the percentage of shrimp stock extracted) to maximize total revenue. The main difficulty with this problem is that the selling price of shrimp is modelled as a piecewise constant function of the average shrimp weight and thus the revenue function is discontinuous. By performing a time-scaling transformation and introducing a set of auxiliary binary variables, we convert the shrimp harvesting problem into an equivalent optimization problem that has a smooth objective function. We then use an exact penalty method to solve this equivalent problem. We conclude the paper with a numerical example. 2013 Journal Article http://hdl.handle.net/20.500.11937/27690 10.1016/j.amc.2013.02.070 Elsevier Inc. fulltext
spellingShingle Shrimp farming
Exact penalty function
Non-smooth optimization
Optimal control
Blanchard, E.
Loxton, Ryan
Rehbock, Volker
A computational algorithm for a class of non-smooth optimal control problems arising in aquaculture operations
title A computational algorithm for a class of non-smooth optimal control problems arising in aquaculture operations
title_full A computational algorithm for a class of non-smooth optimal control problems arising in aquaculture operations
title_fullStr A computational algorithm for a class of non-smooth optimal control problems arising in aquaculture operations
title_full_unstemmed A computational algorithm for a class of non-smooth optimal control problems arising in aquaculture operations
title_short A computational algorithm for a class of non-smooth optimal control problems arising in aquaculture operations
title_sort computational algorithm for a class of non-smooth optimal control problems arising in aquaculture operations
topic Shrimp farming
Exact penalty function
Non-smooth optimization
Optimal control
url http://hdl.handle.net/20.500.11937/27690