针对微分代数方程的高效局部优化器-跟踪求解器

开发了一个用于求解嵌入优化准则的微分代数方程（DAEOs）的序列求解器，以利用 Deussen 等人所做的理论工作。这种求解器将分离优化问题与微分方程，分别求解。新的求解器依赖于将 DAEO 减少为由跳跃事件分隔的微分包含序列。这些跳跃事件发生在优化问题的全局解跳转到新值时。Without explicit treatment, these events will reduce the order of convergence of the integration step to one. The solver implements a "local optimizer tracking" procedure to detect and correct these jump events. Local optimizer tracking is much less expensive than running a deterministic global optimizer at every time step. This preserves the order of convergence of the integrator component without sacrificing performance to perform deterministic global optimization at every time step. The newly developed solver produces correct solutions to DAEOs and runs much faster than sequential DAEO solvers that rely only on global optimization.