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Nonlinear convex and concave relaxations for the...
Journal article

Nonlinear convex and concave relaxations for the solutions of parametric ODEs

Abstract

SUMMARY 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 …

Authors

Scott JK; Chachuat B; Barton PI

Journal

Optimal Control Applications and Methods, Vol. 34, No. 2, pp. 145–163

Publisher

Wiley

Publication Date

March 2013

DOI

10.1002/oca.2014

ISSN

0143-2087