Title | Global Optimization with Nonlinear Ordinary Differential Equations |

Publication Type | Journal Article |

Year of Publication | 2006 |

Authors | Singer AB, Barton PI |

Journal | Journal of Global Optimization |

Volume | 34 |

Pagination | 159-190 |

Keywords | convex relaxations, dynamic optimization, nonquasimonotone differential equations |

Abstract | This paper examines global optimization of an integral objective function subject to nonlinear ordinary differential equations. Theory is developed for deriving a convex relaxation for an integral by utilizing the composition result defined by McCormick (Mathematical Programming 10, 147–175, 1976) in conjunction with a technique for constructing convex and concave relaxations for the solution of a system of nonquasimonotone ordinary differential equations defined by Singer and Barton (SIAM Journal on Scientific Computing, Submitted). A fully automated implementation of the theory is briefly discussed, and several literature case study problems are examined illustrating the utility of the branch-and-bound algorithm based on these relaxations. |

URL | http://www.springerlink.com/content/7808g73728332120 |

DOI | 10.1007/s10898-005-7074-4 |

# Global Optimization with Nonlinear Ordinary Differential Equations

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