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Part 7 Optimization in Functional Space
7.0 Motivation Example
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Maximizing Yield of Batch Reaction
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Maximizing Yield of Batch Reaction
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Part 7 Optimization in Functional Space
7.1 Calculus of Variation
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Objective Functions
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Equivalence of Lagrange and Bolza Forms
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Equivalence of Bolza and Mayer Forms
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Example
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Problem Statement
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Intuitive Interpretation
Let’s visualize a competition, to which only functions which have 2 derivatives in (a,b) and which take on the prescribed end values are permissible. Let’s further assume that there exists a x*(t) such that I is the smallest.
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Variation
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Necessary Condition
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Integration by Parts - 2nd Term
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Euler-Lagrange Equation
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Example
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Transversality Conditions
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Transversality Conditions
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Example 1
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Solution of Example 1
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Example 2
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Solution of Example 2
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Dependent Boundary Conditions
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Dependent Boundary Conditions
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Unspecified Terminal Time
We now consider a generalized problem where the final time is defined as the first time after the initial time t0 that the state trajectory is a member of a target set or terminal manifold.
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Problem Definition
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Variations of Optimal Trajectory and Terminal Time
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Necessary Conditions
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Terminal Constraint
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Necessary Conditions
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Example
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Example
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Vector Formulation
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Example
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