Preface |
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xvii | |
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I. Concepts and Properties of Real-Time, Online Strategies |
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1 | (94) |
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Constrained Optimal Feedback Control of Systems Governed by Large Differential Algebraic Equations |
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3 | (22) |
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3 | (3) |
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Differential Algebraic Equation Systems |
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4 | (1) |
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Nonlinear Model Predictive Control |
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4 | (1) |
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5 | (1) |
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Direct Multiple Shooting for DAE |
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6 | (3) |
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Parameterization of the Infinite Optimization Problem |
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6 | (1) |
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Structured Nonlinear Programming Problem |
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7 | (1) |
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8 | (1) |
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A Newton-Type Method Solution Framework |
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8 | (1) |
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Initial Value Embedding and Real-Time Iterations |
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9 | (3) |
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Standard Real-Time Iteration Scheme |
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11 | (1) |
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Nominal Stability of the Real-Time Iteration Scheme |
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12 | (1) |
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Real-Time Iteration Variants with Inexact Jacobians |
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12 | (6) |
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13 | (1) |
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Variant 1: Linear MPC Based on a Reference Trajectory |
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13 | (1) |
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Variant 2: Online Feasibility Improvement |
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14 | (1) |
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Variant 3: Feasibility Improvement for Least-Squares Problems |
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15 | (1) |
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Variant 4: Online Optimality Improvement |
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16 | (1) |
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Multilevel Real-Time Iteration Algorithms |
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17 | (1) |
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18 | (3) |
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Stability of the Active Set Near a Solution |
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19 | (1) |
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Convergence for a Given Active Set |
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20 | (1) |
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21 | (4) |
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22 | (3) |
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A Stabilizing Real-Time Implementation of Nonlinear Model Predictive Control |
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25 | (28) |
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25 | (2) |
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Discrete-Time Nonlinear Model Predictive Control |
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27 | (3) |
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Online Solution of NMPC: Interconnection of System and Optimizer Dynamics |
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30 | (1) |
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The Real-Time Iteration Scheme |
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30 | (3) |
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Review of Newton-Type Iterations |
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31 | (1) |
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The Real-Time Iteration Algorithm |
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32 | (1) |
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Local Convergence of Newton-Type Optimization |
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33 | (2) |
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Local Convergence of Newton-Type Methods for NMPC |
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34 | (1) |
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Contractivity of the Real-Time Iterations |
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35 | (3) |
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Stability of the Real-Time Iteration Scheme |
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38 | (5) |
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Bounding the Error of Feedback Approximations |
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38 | (1) |
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Combining Error Bound and Contractivity |
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39 | (1) |
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Phase 1: Increase in Objective but Decrease in Stepsize |
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39 | (1) |
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Phase 2: Convergence towards the Origin |
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40 | (2) |
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Nominal Stability of Real-Time Iterations without Shift |
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42 | (1) |
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Numerical Experiments: Distillation Control |
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43 | (4) |
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Optimal Control Problem Formulation |
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44 | (1) |
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Simulation Results and Discussion |
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45 | (2) |
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47 | (6) |
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48 | (5) |
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Numerical Feedback Controller Design for PDE Systems Using Model Reduction: Techniques and Case Studies |
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53 | (20) |
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53 | (1) |
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Proper Orthogonal Decomposition |
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54 | (3) |
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Numerical Design of SOF Control Laws |
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57 | (4) |
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61 | (8) |
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Example (Linear Convection-Diffusion Model) |
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61 | (4) |
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Example (Nonlinear Unstable Heat Equation) |
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65 | (1) |
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Example (Modified Burgers' Equation) |
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66 | (3) |
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69 | (4) |
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70 | (3) |
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A Least-Squares Finite Element Method for Optimization and Control Problems |
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73 | (22) |
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73 | (1) |
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Quadratic Optimization and Control Problems in Hilbert Spaces with Linear Constraints |
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74 | (2) |
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Least-Squares Formulation of the Constraint Equations |
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76 | (4) |
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Methods Based on Constraining by the Least-Squares Functional |
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80 | (4) |
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Discretize-Then-Eliminate |
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82 | (1) |
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Eliminate-Then-Discretize |
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83 | (1) |
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Example: Optimization Problems for the Stokes System |
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84 | (8) |
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Precise Statement of Optimization Problems |
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84 | (3) |
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Least-Squares Formulation of the Constraint Equations |
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87 | (1) |
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Discrete Systems for the Stokes Control Problem |
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88 | (2) |
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Some Practical Issues Arising in Implementations |
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90 | (2) |
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92 | (3) |
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92 | (3) |
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II. Fast PDE-Constrained Optimization Solvers |
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95 | (102) |
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Space-Time Multigrid Methods for Solving Unsteady Optimal Control Problems |
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97 | (18) |
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97 | (1) |
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Reaction-Diffusion Optimal Control Problems and Their Approximation |
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98 | (2) |
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Finite Difference Discretization |
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99 | (1) |
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The FAS Multigrid Framework |
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100 | (6) |
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Space-Time Smoothing Schemes |
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102 | (3) |
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Receding Horizon Approach |
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105 | (1) |
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Fourier Smoothing Analysis |
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106 | (1) |
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107 | (3) |
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An Application in Physiology |
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110 | (5) |
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111 | (4) |
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A Time-Parallel Implicit Methodology for the Near-Real-Time Solution of Systems of Linear Oscillators |
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115 | (30) |
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115 | (3) |
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Two Frameworks for Time-Parallel Algorithms |
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118 | (4) |
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118 | (2) |
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120 | (1) |
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120 | (1) |
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Equivalence for Linear Problems |
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121 | (1) |
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Unstable Behavior for Linear Oscillators |
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122 | (3) |
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A New Time-Parallel Framework for Second-Order Hyperbolic Problems |
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125 | (4) |
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Propagation of the Jumps on Both Time Grids |
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125 | (1) |
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Construction of the Subspace Sk |
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125 | (2) |
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Construction of the Projector Pk |
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127 | (1) |
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127 | (1) |
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PITA for Systems of Linear Oscillators |
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128 | (1) |
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129 | (3) |
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129 | (1) |
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Error Analysis of the Hybrid Coarse/Fine Propagation |
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130 | (1) |
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Convergence in a Subspace |
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131 | (1) |
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132 | (4) |
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Free Vibration of a Three-Dimensional Space Structure |
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132 | (1) |
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Dynamic Responses of an F-16 Fighter Aircraft |
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133 | (3) |
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136 | (9) |
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139 | (1) |
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140 | (2) |
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142 | (3) |
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Generalized SQP Methods with ``Parareal'' Time-Domain Decomposition for Time-Dependent PDE-Constrained Optimization |
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145 | (24) |
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145 | (1) |
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Parareal Time-Domain Decomposition |
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146 | (4) |
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Description of the Parareal Method |
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147 | (1) |
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Convergence Properties of the Parareal Algorithm |
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148 | (1) |
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Interpretation as Preconditioned Iteration |
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149 | (1) |
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Time-Domain Decomposition of the Optimal Control Problem |
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150 | (2) |
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151 | (1) |
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Structure of the Adjoint Equation |
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152 | (1) |
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152 | (11) |
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153 | (1) |
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Review of Classical Trust-Region SQP Methods |
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153 | (2) |
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Development of the Generalized SQP Algorithm |
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155 | (3) |
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158 | (5) |
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Application of the Generalized SQP Method with Parareal Solvers |
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163 | (3) |
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An Optimal Control Problem for a Semilinear Parabolic Equation |
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163 | (1) |
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Propagators in the Parareal Scheme |
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163 | (1) |
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Implementation of the Generalized SQP Method |
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164 | (1) |
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164 | (2) |
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166 | (3) |
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167 | (2) |
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Simultaneous Pseudo-Timestepping for State-Constrained Optimization Problems in Aerodynamics |
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169 | (14) |
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169 | (1) |
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Simultaneous Pseudo-Timestepping for Optimization Problems |
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170 | (3) |
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173 | (2) |
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Numerical Results and Discussion |
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175 | (3) |
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178 | (5) |
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179 | (4) |
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Digital Filter Stepsize Control in DASPK and Its Effect on Control Optimization Performance |
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183 | (14) |
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183 | (1) |
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184 | (1) |
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185 | (2) |
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185 | (1) |
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Digital Filter Stepsize Controller |
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186 | (1) |
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The Optimization Solver KNITRO |
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187 | (1) |
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188 | (3) |
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189 | (1) |
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Multiobjective Optimization Formulation for Heat Shock |
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190 | (1) |
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Numerical Efficiency Comparison |
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191 | (1) |
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192 | (5) |
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194 | (3) |
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III. Reduced-Order Modeling |
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197 | (54) |
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Certified Rapid Solution of Partial Differential Equations for Real-Time Parameter Estimation and Optimization |
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199 | (18) |
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199 | (1) |
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Abstract Statement: Elliptic Linear Equations |
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200 | (1) |
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Reduced-Basis Approximation |
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200 | (1) |
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A Posteriori Error Estimation |
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201 | (3) |
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Assess-Act Example: Helmholtz Elasticity |
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204 | (3) |
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Incompressible Navier-Stokes Equations |
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207 | (3) |
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210 | (7) |
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214 | (3) |
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Model Reduction for Large-Scale Applications in Computational Fluid Dynamics |
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217 | (16) |
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217 | (2) |
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218 | (1) |
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219 | (1) |
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Proper Orthogonal Decomposition |
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219 | (4) |
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219 | (1) |
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Frequency-Domain POD Basis |
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220 | (1) |
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221 | (1) |
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221 | (2) |
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223 | (4) |
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Fourier Series of Discrete-Time Systems |
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223 | (2) |
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Fourier Series of Continuous-Time Systems |
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225 | (1) |
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Reduced Model Construction |
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225 | (1) |
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226 | (1) |
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Active Flow Control of a Supersonic Diffuser |
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227 | (3) |
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230 | (3) |
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231 | (2) |
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Suboptimal Feedback Control of Flow Separation by POD Model Reduction |
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233 | (18) |
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233 | (1) |
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Distributed Volume Control Problem |
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234 | (2) |
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POD-Based Reduced-Order Model |
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236 | (4) |
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Proper Orthogonal Decomposition |
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236 | (2) |
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238 | (1) |
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Construction of Shape Functions |
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239 | (1) |
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Feedback Design for the Reduced Model |
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240 | (3) |
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240 | (1) |
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241 | (1) |
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Retrieving Optimal Control |
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242 | (1) |
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Numerical Results from Volume Control |
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243 | (3) |
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Feedback Design for Boundary Control |
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246 | (5) |
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248 | (3) |
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251 | (56) |
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A Combined Shape-Newton and Topology Optimization Technique in Real-Time Image Segmentation |
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253 | (24) |
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Introduction and Motivation |
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253 | (3) |
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Model and Its Topological Sensitivity |
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256 | (5) |
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256 | (1) |
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257 | (2) |
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Phase-I Algorithm for Topology Optimization |
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259 | (2) |
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261 | (4) |
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Shape Gradient and Shape Hessian |
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261 | (1) |
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Newton-Type Flow and Descent Properties |
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262 | (2) |
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Phase-II Algorithm for Shape Optimization |
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264 | (1) |
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Numerical Realization and Results |
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265 | (7) |
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265 | (2) |
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267 | (5) |
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272 | (5) |
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274 | (3) |
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COFIR: Coarse and Fine Image Registration |
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277 | (12) |
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277 | (2) |
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279 | (1) |
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280 | (1) |
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280 | (3) |
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Optimizing the Coarse Part |
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281 | (1) |
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281 | (1) |
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282 | (1) |
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283 | (2) |
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Conclusions and Further Discussion |
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285 | (4) |
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286 | (3) |
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Real-Time, Large-Scale Optimization of Water Network Systems Using a Subdomain Approach |
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289 | (18) |
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Bart G. van Bloemen Waanders |
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289 | (2) |
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Contamination Source Determination |
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290 | (1) |
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291 | (1) |
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Dynamic Optimization Formulation |
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291 | (7) |
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Origin Tracking Algorithm |
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294 | (3) |
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Network Subdomain Approach |
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297 | (1) |
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298 | (6) |
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Results: Fixed Discretization, Variable Problem Size |
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300 | (3) |
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Results: Fixed Problem Size, Variable Discretization |
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303 | (1) |
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Conclusions and Future Work |
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304 | (3) |
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305 | (2) |
Index |
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