Optimal parameter selection for nonlinear multistage systems with time-delays

In this paper, we consider a novel dynamic optimization problem for nonlinear multistage systems with time-delays. Such systems evolve over multiple stages, with the dynamics in each stage depending on both the current state of the system and the state at delayed times. The optimization problem invo...

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Main Authors: Liu, C., Loxton, Ryan, Teo, Kok Lay
Format: Journal Article
Published: Kluwer Academic Publishers 2014
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/30096
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author Liu, C.
Loxton, Ryan
Teo, Kok Lay
author_facet Liu, C.
Loxton, Ryan
Teo, Kok Lay
author_sort Liu, C.
building Curtin Institutional Repository
collection Online Access
description In this paper, we consider a novel dynamic optimization problem for nonlinear multistage systems with time-delays. Such systems evolve over multiple stages, with the dynamics in each stage depending on both the current state of the system and the state at delayed times. The optimization problem involves choosing the values of the time-delays, as well as the values of additional parameters that influence the system dynamics, to minimize a given cost functional. We first show that the partial derivatives of the system state with respect to the time-delays and system parameters can be computed by solving a set of auxiliary dynamic systems in conjunction with the governing multistage system. On this basis, a gradient-based optimization algorithm is proposed to determine the optimal values of the delays and system parameters. Finally, two example problems, one of which involves parameter identification for a realistic fed-batch fermentation process, are solved to demonstrate the algorithm’s effectiveness.
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institution Curtin University Malaysia
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publishDate 2014
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spelling curtin-20.500.11937-300962019-02-19T05:36:13Z Optimal parameter selection for nonlinear multistage systems with time-delays Liu, C. Loxton, Ryan Teo, Kok Lay Parameter identification Time-delay system Multistage system Nonlinear optimization In this paper, we consider a novel dynamic optimization problem for nonlinear multistage systems with time-delays. Such systems evolve over multiple stages, with the dynamics in each stage depending on both the current state of the system and the state at delayed times. The optimization problem involves choosing the values of the time-delays, as well as the values of additional parameters that influence the system dynamics, to minimize a given cost functional. We first show that the partial derivatives of the system state with respect to the time-delays and system parameters can be computed by solving a set of auxiliary dynamic systems in conjunction with the governing multistage system. On this basis, a gradient-based optimization algorithm is proposed to determine the optimal values of the delays and system parameters. Finally, two example problems, one of which involves parameter identification for a realistic fed-batch fermentation process, are solved to demonstrate the algorithm’s effectiveness. 2014 Journal Article http://hdl.handle.net/20.500.11937/30096 10.1007/s10589-013-9632-x Kluwer Academic Publishers fulltext
spellingShingle Parameter identification
Time-delay system
Multistage system
Nonlinear optimization
Liu, C.
Loxton, Ryan
Teo, Kok Lay
Optimal parameter selection for nonlinear multistage systems with time-delays
title Optimal parameter selection for nonlinear multistage systems with time-delays
title_full Optimal parameter selection for nonlinear multistage systems with time-delays
title_fullStr Optimal parameter selection for nonlinear multistage systems with time-delays
title_full_unstemmed Optimal parameter selection for nonlinear multistage systems with time-delays
title_short Optimal parameter selection for nonlinear multistage systems with time-delays
title_sort optimal parameter selection for nonlinear multistage systems with time-delays
topic Parameter identification
Time-delay system
Multistage system
Nonlinear optimization
url http://hdl.handle.net/20.500.11937/30096