Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control
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The paper considers nonlinear optimal control problems. The authors develop a global optimal control algorithm based on a generic spatial branch-and-bound algorithm. A new lifting operation is introduced which refines the control parametrization via a Gram-Schmidt orthogonalization process, while at the same time eliminating control subregions that are either infeasible or cannot contain any global optima. They demonstrate the applicability of their new algorithm on a numerical case study.
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Cited in
(18)- Global optimization in Hilbert space
- Global dynamic optimization with Hammerstein-Wiener models embedded
- Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations
- Global dynamic optimization using edge-concave underestimator
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- Deterministic global optimization in nonlinear optimal control problems
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- Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations
- New inequalities for comparing ordinary differential equations arising in global dynamic optimization
- McCormick envelopes in mixed-integer PDE-constrained optimization
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