Global Optimization with Nonlinear Ordinary Differential Equations

Title

Global Optimization with Nonlinear Ordinary Differential Equations

Publication Type
Journal Article
Year of Publication
2006
Journal
Journal of Global Optimization
Number
2
Volume
34
Pagination
159-190
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.