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Numerical procedure for optimal control of higher index DAEs

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  • The paper deals with optimal control problems described by higher index DAEs. We introduce a numerical procedure for solving these problems. The procedure, based on the appropriately defined adjoint equations, refers to an implicit Runge--Kutta method for differential--algebraic equations. Assuming that higher index DAEs can be solved numerically the gradients of functionals defining the control problem are evaluated with the help of well--defined adjoint equations. The paper presents numerical examples related to index three DAEs showing the validity of the proposed approach.
    Mathematics Subject Classification: Primary: 49K99, 34A09; Secondary: 49M05.

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