Kunkel, Peter; Mehrmann, Volker

Formal adjoints of linear DAE operators and their role in optimal control

Electron. J. Linear Algebra 22, 672-693, electronic only (2011)

Summary

Summary: 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.

Mathematics Subject Classification

93C10, 93C15, 93B52, 65L80, 49K15, 34H05

Keywords/Phrases

differential-algebraic equation, adjoint operator, adjoint pair, formal adjoint pair, optimal control, necessary optimality condition, formal necessary optimality condition

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