Author(s) :
Peter Kunkel
,
Volker Mehrmann
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 10-2011
MSC 2000
- 93C10 Nonlinear systems
-
93C15 Systems governed by ordinary differential equations
Abstract :
For regular strangeness-free linear differential-algebraic equations (DAEs)
the definition of an adjoint DAE is straightforward.
This definition can be formally extended to general linear DAEs.
In this paper, we analyze the properties of the formal adjoints
and their implications in solving linear-quadratic optimal control problems
with DAE constraints.
Keywords :
Differential-algebraic equation, adjoint operator, adjoint pair, formal adjoint pair, optimal control, necessary optimality condition, formal necessary optimality condition