Efficient solution of ordinary differential equations with a parametric lexicographic linear program embedded

Abstract

This work analyzes the initial value problem in ordinary differential equations with a parametric lexicographic linear program (LP) embedded. The LP is said to be embedded since the dynamics depend on the solution of the LP, which is in turn parameterized by the dynamic states. This problem formulation finds application in dynamic flux balance analysis, which serves as a modeling framework for industrial fermentation reactions. It is shown that the problem formulation can be intractable numerically, which arises from the fact that the LP induces an effective domain that may not be open. A numerical method is developed which reformulates the system so that it is defined on an open set. The result is a system of semi-explicit index-one differential algebraic equations, which can be solved with efficient and accurate methods. It is shown that this method addresses many of the issues stemming from the original problem’s intractability. The application of the method to examples of industrial fermentation processes demonstrates its effectiveness and efficiency.