Breadcrumb
- Home
- Publications
- Proceedings
- 2012 AIChE Annual Meeting
- Computing and Systems Technology Division
- Dynamic Simulation and Optimization
- (627d) Parametric Sensitivities of Dynamic Systems with Linear Programs Embedded
In this work, we develop first results on the nonsmooth parametric sensitivity analysis for dynamic systems with LPs embedded. Nonsmoothness is due to the nonsmooth dependence of the LP solution with respect to the problem data. In particular, the solution is a Lipschitz continuous function of the right-hand side of the equality constraints. Hence, the sensitivities are possibly set-valued, and this has to be accounted for during the integration and optimization.
The theoretical results are derived from parametric linear programming, sensitivity analysis of linear programs, and nonsmooth analysis. The dual problem of the embedded LP plays an important role since the dual solution set characterizes the subgradient of the LP solution map.
In the numerical implementation, the system is rewritten as a hybrid differential-algebraic equation (DAE) system such that the embedded LP only has to be solved at points along a trajectory where the optimal basis set, determined by the simplex algorithm, changes. A code, called DSL48LPR, has been developed which employs DAEPACK (Tolsma and Barton, 2000) component DSL48E, and is a numerical integrator for a dynamical system with LPs embedded, where the dynamic states determine the right-hand side of the equality constraints. The results are illustrated in a case study of ethanol production using genetically modified yeast and E. coli microorganisms.
Palsson, B., 2006. Systems Biology: Properties of Reconstructed Networks. Cambridge University Press, New York, NY.
Tolsma, J., Barton, P. I., 2000. DAEPACK: An open modeling environment for legacy models. Industrial & Engineering Chemistry Research 39 (6), 1826{1839.