Difference between revisions of "Lotka Volterra fishing problem"

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This problem was set up as a small-scale benchmark problem. The optimal solution contains a singular arc, making the Lotka Volterra fishing problem an ideal candidate for benchmarking of algorithms.
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The '''Lotka Volterra fishing problem''' looks for an optimal fishing strategy to be performed on a fixed time horizon to bring the biomasses of both predator as prey fish to a prescribed steady state. The problem was set up as a small-scale benchmark problem.  
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The well known [http://en.wikipedia.org/wiki/Lotka_volterra Lotka Volterra equations] for a predator-prey system have been augmented by an additional linear term, relating to fishing by man. The control can be regarded both in a relaxed, as in a discrete manner, corresponding to a part of the fleet, or the full fishing fleet.
  
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In this problem the Lotka Volterra equations for a predator-prey system have been augmented by an additional linear term, relating to fishing by man.
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It is thus an [http://en.wikipedia.org/wiki/Ordinary_differential_equation ODE] model with a single integer control function. The interior point equality conditions fix the initial values of the differential states.
  
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== Model dimensions and properties ==
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The optimal solution contains a singular arc, making the Lotka Volterra fishing problem an ideal candidate for benchmarking of algorithms.
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The model has the following [[model dimensions|dimensions]]:
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It is thus an [http://en.wikipedia.org/wiki/Ordinary_differential_equation ODE] model with a single integer control function. The interior point equality conditions fix the initial values of the differential states.
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== Mathematical formulation ==
 
== Mathematical formulation ==
  
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For <math>t \in [t_0, t_f]</math> the mixed-integer optimal control problem is given by
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For <math>t \in [t_0, t_f]</math> almost everywhere the mixed-integer optimal control problem is given by
  
 
<math>
 
<math>

Revision as of 23:15, 6 July 2008

Lotka Volterra fishing problem
State dimension: 1
Differential states: 3
Algebraic states: 0
Continuous control functions: 0
Discrete control functions: 1
Continuous control values: 0
Discrete control values: 0
Path constraints: 0
Interior point inequalities: 0
Interior point equalities: 3


The Lotka Volterra fishing problem looks for an optimal fishing strategy to be performed on a fixed time horizon to bring the biomasses of both predator as prey fish to a prescribed steady state. The problem was set up as a small-scale benchmark problem. The well known Lotka Volterra equations for a predator-prey system have been augmented by an additional linear term, relating to fishing by man. The control can be regarded both in a relaxed, as in a discrete manner, corresponding to a part of the fleet, or the full fishing fleet.

It is thus an ODE model with a single integer control function. The interior point equality conditions fix the initial values of the differential states.

The optimal solution contains a singular arc, making the Lotka Volterra fishing problem an ideal candidate for benchmarking of algorithms.

Mathematical formulation

For t \in [t_0, t_f] almost everywhere the mixed-integer optimal control problem is given by

\begin{array}{llcl} \displaystyle \min_{x, w} & x_2(t_f) \\[1.5ex] \mbox{s.t.} & \dot{x}_0(t) & = & x_0(t) - x_0(t) x_1(t) - \; c_0 x_0(t) \; w(t), \\ & \dot{x}_1(t) & = & - x_1(t) + x_0(t) x_1(t) - \; c_1 x_1(t) \; w(t), \\ & \dot{x}_2(t) & = & (x_0(t) - 1)^2 + (x_1(t) - 1)^2, \\[1.5ex] & x(0) &=& x_0, \\ & w(t) &\in& \{0, 1\}. \end{array}

Initial values and parameters

These fixed values are used within the model.

\begin{array}{rcl} t_0 &=& 0\\ t_f &=& 12\\ c_0 &=& 0.4\\ c_1 &=& 0.2\\ x_0 &=& (0.5, 0.7, 0)^T \end{array}

Reference Solutions

States


The two differential states and corresponding adjoint variables in the indirect approach

Source Code

  double ref0 = 1, ref1 = 1;                 /* steady state with u == 0 */
 
  rhs[0] =   xd[0] - xd[0]*xd[1] - p[0]*u[0]*xd[0];
  rhs[1] = - xd[1] + xd[0]*xd[1] - p[1]*u[0]*xd[1];
  rhs[2] = (xd[0]-ref0)*(xd[0]-ref0) + (xd[1]-ref1)*(xd[1]-ref1);

Miscellaneous

The Lotka Volterra fishing problem was introduced by Sebastian Sager in a proceedings paper <bibref>Sager2006</bibref> and revisited in his PhD thesis <bibref>Sager2005</bibref>. These are also the references to look for more details.

References

<bibreferences/>

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