Imperial College London

DrBenoitChachuat

Faculty of EngineeringDepartment of Chemical Engineering

Reader in Process Systems Engineering
 
 
 
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Contact

 

b.chachuat Website

 
 
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Location

 

609Roderic Hill BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Scott:2012:10.1002/oca.2014,
author = {Scott, JK and Chachuat, B and Barton, PI},
doi = {10.1002/oca.2014},
journal = {Optimal Control Applications & Methods},
pages = {145--163},
title = {Nonlinear convex and concave relaxations for the solutions of parametric ODEs},
url = {http://dx.doi.org/10.1002/oca.2014},
volume = {34},
year = {2012}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - 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.
AU - Scott,JK
AU - Chachuat,B
AU - Barton,PI
DO - 10.1002/oca.2014
EP - 163
PY - 2012///
SN - 1099-1514
SP - 145
TI - Nonlinear convex and concave relaxations for the solutions of parametric ODEs
T2 - Optimal Control Applications & Methods
UR - http://dx.doi.org/10.1002/oca.2014
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000316286000002&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
UR - http://hdl.handle.net/10044/1/30367
VL - 34
ER -