Abstract: This study proposes an efficient indirect approach for general nonlinear dynamic optimization problems without path constraints.The approach incorporates the virtues both from indirect and direct methods: it solves the optimality conditions like the traditional indirect methods do,but uses a discretization technique inspired from direct methods.Compared with other indirect approaches,the proposed approach has two main advantages: (1) the discretized optimization problem only employs unconstrained nonlinear programming (NLP) algorithms such as BFGS (Broyden-Fletcher-Goldfarb-Shanno),rather than constrained NLP algorithms,therefore the computational efficiency is increased; (2) the relationship between the number of the discretized time intervals and the integration error of the four-step Adams predictor-corrector algorithm is established,thus the minimal number of time intervals that under desired integration tolerance can be estimated.The classic batch reactor problem is tested and compared in detail with literature reports,and the results reveal the effectiveness of the proposed approach.Dealing with path constraints requires extra techniques,and will be studied in the second paper.

Key words: nonlinear dynamic optimization, control vector iteration, discretization

摘要： This study proposes an efficient indirect approach for general nonlinear dynamic optimization problems without path constraints.The approach incorporates the virtues both from indirect and direct methods: it solves the optimality conditions like the traditional indirect methods do,but uses a discretization technique inspired from direct methods.Compared with other indirect approaches,the proposed approach has two main advantages: (1) the discretized optimization problem only employs unconstrained nonlinear programming (NLP) algorithms such as BFGS (Broyden-Fletcher-Goldfarb-Shanno),rather than constrained NLP algorithms,therefore the computational efficiency is increased; (2) the relationship between the number of the discretized time intervals and the integration error of the four-step Adams predictor-corrector algorithm is established,thus the minimal number of time intervals that under desired integration tolerance can be estimated.The classic batch reactor problem is tested and compared in detail with literature reports,and the results reveal the effectiveness of the proposed approach.Dealing with path constraints requires extra techniques,and will be studied in the second paper.

关键词: nonlinear dynamic optimization, control vector iteration, discretization