Notes on linearization of differential-algebraic equations and on optimization with differential-algebraic constraints

Roswitha März

Preprint series: Institut für Mathematik, Humboldt-Universität zu Berlin (ISSN 0863-0976), 16, 30 pages

MSC 2000

34A09 Implicit equations, differential-algebraic equations

49K15 Problems involving ordinary differential equations

Abstract
With this paper we intend to direct attention to linearization phenomena arising in DAEs and to the correspodence between regularity regions and linearizations. Furthermore, regarding linearization, we formulate a necessary extremal condition for optimization problems with DAE constraint. To ensure indirect optimization methods we develop algebraic criteria for the optimality DAE to be locally regular with index one.