Some comments on DAE theory for IRK methods and trajectory optimization

摘要

It has been observed elsewhere in the literature that the activation of constraints in a trajectory optimization problem can lead to higher index DAEs. Several existing codes can handle a number of these constrained problems. In this note we will discuss why the situation is more complex than just saying a higher index DAE occurs. The discussion is in the context of a specific industrial code SOCS but the observations made here have relevance for a number of methods and have implications for what types of test problems a code should be tested on.