Modern Nonlinear Optimization Techniques for an Optimal Control of System Dynamics Models.

Vierhaus, Ingmar; Fügenschuh, Armin; Gottwald, Robert; Grösser, Stefan (2014). Modern Nonlinear Optimization Techniques for an Optimal Control of System Dynamics Models. Proceedings of the 32nd International Conference of the System Dynamics Society(14-08). Bern: Konrad-Zuse-Zentrum für Informationstechnik

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We study System Dynamics models with several free parameters that can be altered by the user. We assume that the user's goal is to achieve a certain dynamic behavior of the model by varying these parameters. In order to find best possible combination of parameter settings, several automatic parameter tuning methods are described in the literature and readily available within existing System Dynamic software packages. We give a survey on the available techniques in the market and describe their theoretical background. Some of these methods are already six decades old, and meanwhile newer and more powerful optimization methods have emerged in the mathematical literature. One major obstacle for their direct use are tabled data in System Dynamics models, which are usually interpreted as piecewise linear functions. However, modern optimization methods usually require smooth functions which are twice continuously differentiable. We overcome this problem by a smooth spline interpolation of the tabled data. We use a test set of three complex System Dynamic models from the literature, describe their individual transition into optimization problems, and demonstrate the applicability of modern optimization algorithms to these System Dynamics Optimization problems.

Item Type:	Conference or Workshop Item (Paper)
Division/Institute:	Business School
Name:	Vierhaus, Ingmar; Fügenschuh, Armin; Gottwald, Robert and Grösser, Stefan0000-0003-3412-2711
ISSN:	1438-0064
Series:	ZIB-Report
Publisher:	Konrad-Zuse-Zentrum für Informationstechnik
Submitter:	Service Account
Date Deposited:	17 Sep 2019 13:46
Last Modified:	18 Dec 2020 13:28
Uncontrolled Keywords:	System Dynamics; Optimal Control; Nonlinear Optimization; Spline Interpolation
ARBOR DOI:	10.24451/arbor.7737
URI:	https://arbor.bfh.ch/id/eprint/7737