Global Optimization with Nonlinear Ordinary Differential Equations

• Published in: Journal of global optimization Vol. 34; no. 2; pp. 159 - 190
• Main Authors: Singer, Adam B., Barton, Paul I.
• Format: Journal Article
• Language: English
• Published: Dordrecht Springer Nature B.V 01.02.2006
• Subjects: Algorithms; Branch & bound algorithms; Differential equations; Mathematical programming; Methods; Optimization; Optimization techniques; Ordinary differential equations; Studies; Theory; Variables

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) i...