Mixed-integer dynamic optimization I: problem formulation

TitleMixed-integer dynamic optimization I: problem formulation
Publication TypeJournal Article
Year of Publication1999
AuthorsAllgor RJ, Barton PI
JournalComputers & Chemical Engineering
Pagination567 - 584

A rigorous decomposition approach is presented for mixed-integer dynamic optimization problems. The approach combines dynamic optimization with insight based targeting techniques to decompose the optimization into subproblems providing rigorous upper and lower bounds on the objective. This approach has the potential to eliminate total enumeration of the discrete space, assures termination in a finite number of iterations and yields a rigorous bound on the distance between the solution found and the global solution.