Matthias Heinkenschloss Presented at the 1997 CRPC Annual Meeting Poster Session
TRICE is a family of SQP trust-region interior-point algorithms for the solution of minimization problems with nonlinear equality constraints and simple bounds on some of the variables. Such nonlinear programs arise in many engineering applications and include discretized optimal control, optimal design, or parameter identification problems.
The TRICE algorithms treat states and controls as independent variables. They are designed to take advantage of the structure of the problem. In particular, they do not rely on matrix factorizations of the linearized constraints, but use solutions of the linearized state equation and the adjoint equation. They are well suited for large scale problems arising from optimal control problems governed by partial differential equations. The algorithms keep strict feasibility with respect to the bound constraints by using a primal-dual affine scaling method and they exploit trust-region techniques for equality-constrained optimization. Thus, they allow the computation of the steps using a variety of methods, including many iterative techniques.
This poster gives an outline of the TRICE algorithm. A demonstration of the application of these algorithms to some optimal control problems governed by nonlinear partial differential equations is given.
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