Journal
OPTIMAL CONTROL APPLICATIONS & METHODS
Volume 34, Issue 2, Pages 145-163Publisher
WILEY
DOI: 10.1002/oca.2014
Keywords
dynamic optimization; optimal control; global optimization; ordinary differential equations
Categories
Funding
- National Science Foundation [CTS-0521962, CBET-0933095]
- Directorate For Engineering
- Div Of Chem, Bioeng, Env, & Transp Sys [0933095] Funding Source: National Science Foundation
Ask authors/readers for more resources
Convex and concave relaxations for the parametric solutions of ordinary differential equations (ODEs) are central to deterministic global optimization methods for nonconvex dynamic optimization and open-loop optimal control problems with control parametrization. Given a general system of ODEs with parameter dependence in the initial conditions and right-hand sides, this work derives sufficient conditions under which an auxiliary system of ODEs describes convex and concave relaxations of the parametric solutions, pointwise in the independent variable. Convergence results for these relaxations are also established. A fully automatable procedure for constructing an appropriate auxiliary system has been developed previously by the authors. Thus, the developments here lead to an efficient, automatic method for computing convex and concave relaxations for the parametric solutions of a very general class of nonlinear ODEs. The proposed method is presented in detail for a simple example problem. Copyright (c) 2012 John Wiley & Sons, Ltd.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available