Towards global bilevel dynamic optimization

Title

Towards global bilevel dynamic optimization

Publication Type
Journal Article
Year of Publication
2009
Journal
Journal of Global Optimization
Number
1
Volume
45
Pagination
63 – 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.