Formal adjoints of linear DAE operators and their role in optimal control

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Date

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2011-15

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Oberwolfach Preprints (OWP)

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Oberwolfach : Mathematisches Forschungsinstitut Oberwolfach

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Abstract

For regular strangeness-free linear differential-algebraic equations (DAEs) the definition of an adjoint DAE is straightforward. This definition can be formally extended to general linear DAEs. In this paper, we analyze the properties of the formal adjoints and their implications in solving linear-quadratic optimal control problems with DAE constraints.

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