Towards global bilevel dynamic optimization

TitleTowards global bilevel dynamic optimization
Publication TypeJournal Article
Year of Publication2009
AuthorsMitsos A, Chachuat B, Barton PI
JournalJournal of Global Optimization
Volume45
Pagination63 - 93
Abstract

The global solution of bilevel dynamic optimization problems is discussed. An overview of a deterministic algorithm for bilevel programs with nonconvex functions participating is given, followed by a summary of deterministic algorithms for the global solution of optimization problems with nonlinear ordinary differential equations embedded. Improved formulations for scenario-integrated optimization are proposed as bilevel dynamic optimization problems. Solution procedures for some of the problems are given, while for others open challenges are discussed. Illustrative examples are given.

URLhttp://www.springerlink.com/content/u326380445316n77
DOI10.1007/s10898-008-9395-6