Discretize-then-relax approach for convex/concave relaxations of the solutions of parametric ODEs

DOI10.1016/j.apnum.2011.01.009zbMath1214.65041OpenAlexW1968883268MaRDI QIDQ534256

Benoît Chachuat, Ali M. Sahlodin

Publication date: 17 May 2011

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2011.01.009

zbMATH Keywords

global optimizationinterval analysisordinary differential equationsconvex relaxationsdynamic systemsMcCormick relaxations

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05) Nonlinear ordinary differential operators (34L30)

Related Items (21)

Stable Set-Valued Integration of Nonlinear Dynamic Systems using Affine Set-Parameterizations ⋮ Improved relaxations for the parametric solutions of ODEs using differential inequalities ⋮ Convergence-order analysis of branch-and-bound algorithms for constrained problems ⋮ Chebyshev model arithmetic for factorable functions ⋮ Global dynamic optimization using edge-concave underestimator ⋮ Dynamic Global Optimization Methods for Determining Guaranteed Solutions in Chemical Engineering ⋮ Probability bounds analysis for nonlinear population ecology models ⋮ Sensitivity Analysis of Uncertain Dynamic Systems Using Set-Valued Integration ⋮ General convex relaxations of implicit functions and inverse functions ⋮ Convex and concave relaxations for the parametric solutions of semi-explicit index-one differential-algebraic equations ⋮ Improved convex and concave relaxations of composite bilinear forms ⋮ Branch-and-lift algorithm for deterministic global optimization in nonlinear optimal control ⋮ Convergence-order analysis for differential-inequalities-based bounds and relaxations of the solutions of ODEs ⋮ Multivariate McCormick relaxations ⋮ Tighter McCormick relaxations through subgradient propagation ⋮ Reachability Analysis and Deterministic Global Optimization of DAE Models ⋮ Global Optimization of Mixed-Integer ODE Constrained Network Problems Using the Example of Stationary Gas Transport ⋮ Global dynamic optimization with Hammerstein-Wiener models embedded ⋮ Nonlinear convex and concave relaxations for the solutions of parametric ODEs ⋮ Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations ⋮ Unified framework for the propagation of continuous-time enclosures for parametric nonlinear ODEs

Uses Software

• libMC

Cites Work

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