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Solving ODE for Optimization

Vincent Fischer () and Laurent Gerbaud
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Vincent Fischer: ENSIEG, Laboratoire d’Electrotechnique de Grenoble (INPG / UJF — CNRS . UMR 5529)
Laurent Gerbaud: ENSIEG, Laboratoire d’Electrotechnique de Grenoble (INPG / UJF — CNRS . UMR 5529)

A chapter in Optimization and Inverse Problems in Electromagnetism, 2003, pp 71-78 from Springer

Abstract: Abstract The paper deals with the sizing of some electrical devices, mainly electrical circuits, using optimization under constraints. More accurately, gradient optimization algorithms are considered. So, the derivatives of the outputs of the sizing model according to its inputs have to be valued. In electrical devices, some sizing criteria may require the solving of ordinary differential equation (ODE). E.g, this may concerns maximum values, r.m.s. values, values of some variables at a specific date, etc. Several methods may be used to solve such ODE : symbolic, numerical or a mix of them. In the specific case of systems modelled by linear state equations — e.g. electrical circuits- an approach based on matrix exponential is proposed to solve corresponding ODEs. After a presentation of the interests of the proposed approach compared to simulation in the field of gradient optimization, the paper presents the ODE solving and the chosen matrix exponential methods. Finally, the method is applied on some electrical circuits.

Keywords: ODE; matrix exponential; optimization (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-94-017-2494-4_8

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DOI: 10.1007/978-94-017-2494-4_8

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