Modification and improved implementation of the RPD method for computing state relaxations for global dynamic optimization

• Published in: Journal of global optimization Vol. 89; no. 4; pp. 833 - 861
• Main Authors: Ye, Jason, Scott, Joseph K.
• Format: Journal Article
• Language: English
• Published: New York Springer US 01.08.2024; Springer; Springer Nature B.V
• Subjects: Accuracy; Analysis; Computation; Computer Science; Differential equations; Dynamical systems; Hybrid modes; Hybrid systems; Mathematics; Mathematics and Statistics; Operations Research/Decision Theory; Optimization; Ordinary differential equations; Real Functions; Convex relaxation; Reachability analysis; Global dynamic optimization; Optimal control

This paper presents an improved method for computing convex and concave relaxations of the parametric solutions of ordinary differential equations (ODEs). These are called state relaxations and are crucial for solving dynamic optimization problems to global optimality via branch-and-bound (B &B)...