Global Optimization with Nonlinear Ordinary Differential Equations

TitleGlobal Optimization with Nonlinear Ordinary Differential Equations
Publication TypeJournal Article
Year of Publication2006
AuthorsSinger AB, Barton PI
JournalJournal of Global Optimization
Volume34
Pagination159-190
Keywordsconvex 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.

URLhttp://www.springerlink.com/content/7808g73728332120
DOI10.1007/s10898-005-7074-4