Difference between revisions of "Lotka Volterra fishing problem"
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Model descriptions are available in | Model descriptions are available in | ||
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* [[:Category:ACADO | ACADO code]] at [[Lotka Volterra fishing problem (ACADO)]] | * [[:Category:ACADO | ACADO code]] at [[Lotka Volterra fishing problem (ACADO)]] | ||
+ | * [[:Category:AMPL | AMPL code]] at [[Lotka Volterra fishing problem (AMPL)]] | ||
+ | * [[:Category:APMonitor | APMonitor code]] at [[Lotka Volterra fishing problem (APMonitor)]] | ||
+ | * [[:Category:Bocop | Bocop code]] at [[Lotka Volterra fishing problem (Bocop)]] | ||
* [[:Category:Casadi | Casadi code]] at [[Lotka Volterra fishing problem (Casadi)]] | * [[:Category:Casadi | Casadi code]] at [[Lotka Volterra fishing problem (Casadi)]] | ||
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* [[:Category:JModelica | JModelica code]] at [[Lotka Volterra fishing problem (JModelica)]] | * [[:Category:JModelica | JModelica code]] at [[Lotka Volterra fishing problem (JModelica)]] | ||
+ | * [[:Category:Julia/JuMP | JuMP code]] at [[Lotka Volterra fishing problem (JuMP)]] | ||
+ | * [[:Category:Muscod | Muscod code]] at [[Lotka Volterra fishing problem (Muscod)]] | ||
+ | * [[:Category:switch | switch code]] at [[Lotka Volterra fishing problem (switch)]] | ||
* [[:Category:TomDyn/PROPT | PROPT code]] at [[Lotka Volterra fishing problem (TomDyn/PROPT)]] | * [[:Category:TomDyn/PROPT | PROPT code]] at [[Lotka Volterra fishing problem (TomDyn/PROPT)]] | ||
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== Variants == | == Variants == |
Revision as of 22:39, 20 November 2017
Lotka Volterra fishing problem | |
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State dimension: | 1 |
Differential states: | 3 |
Discrete control functions: | 1 |
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.
The mathematical equations form a small-scale ODE model. The interior point equality conditions fix the initial values of the differential states.
The optimal integer control functions shows chattering behavior, making the Lotka Volterra fishing problem an ideal candidate for benchmarking of algorithms.
Contents
Mathematical formulation
The mixed-integer optimal control problem is given by
Here the differential states describe the biomasses of prey and predator, respectively. The third differential state is used here to transform the objective, an integrated deviation, into the Mayer formulation
. The decision, whether the fishing fleet is actually fishing at time
is denoted by
.
Parameters
These fixed values are used within the model.
Reference Solutions
If the problem is relaxed, i.e., we demand that be in the continuous interval
instead of the binary choice
, the optimal solution can be determined by means of Pontryagins maximum principle. The optimal solution contains a singular arc, as can be seen in the plot of the optimal control. The two differential states and corresponding adjoint variables in the indirect approach are also displayed. A different approach to solving the relaxed problem is by using a direct method such as collocation or Bock's direct multiple shooting method. Optimal solutions for different control discretizations are also plotted in the leftmost figure.
The optimal objective value of this relaxed problem is . As follows from MIOC theory [Sager2011d]Author: S. Sager
How published: University of Heidelberg
Month: August
Note: Habilitation
Title: On the Integration of Optimization Approaches for Mixed-Integer Nonlinear Optimal Control
Url: http://mathopt.de/PUBLICATIONS/Sager2011d.pdf
Year: 2011 this is the best lower bound on the optimal value of the original problem with the integer restriction on the control function. In other words, this objective value can be approximated arbitrarily close, if the control only switches often enough between 0 and 1. As no optimal solution exists, two suboptimal ones are shown, one with only two switches and an objective function value of
, and one with 56 switches and
.
- Reference solution plots
Source Code
Model descriptions are available in
- ACADO code at Lotka Volterra fishing problem (ACADO)
- AMPL code at Lotka Volterra fishing problem (AMPL)
- APMonitor code at Lotka Volterra fishing problem (APMonitor)
- Bocop code at Lotka Volterra fishing problem (Bocop)
- Casadi code at Lotka Volterra fishing problem (Casadi)
- JModelica code at Lotka Volterra fishing problem (JModelica)
- JuMP code at Lotka Volterra fishing problem (JuMP)
- Muscod code at Lotka Volterra fishing problem (Muscod)
- switch code at Lotka Volterra fishing problem (switch)
- PROPT code at Lotka Volterra fishing problem (TomDyn/PROPT)
Variants
There are several alternative formulations and variants of the above problem, in particular
- a prescribed time grid for the control function [Sager2006]Address: Heidelberg
Author: S. Sager; H.G. Bock; M. Diehl; G. Reinelt; J.P. Schl\"oder
Booktitle: Recent Advances in Optimization
Editor: A. Seeger
Note: ISBN 978-3-5402-8257-0
Pages: 269--289
Publisher: Springer
Series: Lectures Notes in Economics and Mathematical Systems
Title: Numerical methods for optimal control with binary control functions applied to a Lotka-Volterra type fishing problem
Volume: 563
Year: 2009, see also Lotka Volterra fishing problem (AMPL),
- a time-optimal formulation to get into a steady-state [Sager2005]Address: Tönning, Lübeck, Marburg
Author: S. Sager
Editor: ISBN 3-89959-416-9
Publisher: Der andere Verlag
Title: Numerical methods for mixed--integer optimal control problems
Url: http://mathopt.de/PUBLICATIONS/Sager2005.pdf
Year: 2005,
- the usage of a different target steady-state, as the one corresponding to
which is
,
- different fishing control functions for the two species,
- different parameters and start values.
Miscellaneous and Further Reading
The Lotka Volterra fishing problem was introduced by Sebastian Sager in a proceedings paper [Sager2006]Address: Heidelberg
Author: S. Sager; H.G. Bock; M. Diehl; G. Reinelt; J.P. Schl\"oder
Booktitle: Recent Advances in Optimization
Editor: A. Seeger
Note: ISBN 978-3-5402-8257-0
Pages: 269--289
Publisher: Springer
Series: Lectures Notes in Economics and Mathematical Systems
Title: Numerical methods for optimal control with binary control functions applied to a Lotka-Volterra type fishing problem
Volume: 563
Year: 2009 and revisited in his PhD thesis [Sager2005]Address: Tönning, Lübeck, Marburg
Author: S. Sager
Editor: ISBN 3-89959-416-9
Publisher: Der andere Verlag
Title: Numerical methods for mixed--integer optimal control problems
Url: http://mathopt.de/PUBLICATIONS/Sager2005.pdf
Year: 2005. These are also the references to look for more details.
References
[Sager2005] | S. Sager (2005): Numerical methods for mixed--integer optimal control problems. (%edition%). Der andere Verlag, Tönning, Lübeck, Marburg, %pages% | ![]() |
[Sager2006] | S. Sager; H.G. Bock; M. Diehl; G. Reinelt; J.P. Schl\"oder (2009): Numerical methods for optimal control with binary control functions applied to a Lotka-Volterra type fishing problem. Springer, Recent Advances in Optimization | ![]() |
[Sager2011d] | S. Sager: On the Integration of Optimization Approaches for Mixed-Integer Nonlinear Optimal Control, 2011 | ![]() |