Imperial College London


Faculty of EngineeringDepartment of Chemical Engineering

Professor of Process Systems Engineering



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BibTex format

author = {Sahlodin, AM and Chachuat, B},
doi = {10.1016/B978-0-444-53711-9.50108-5},
journal = {Computer Aided Chemical Engineering},
pages = {537--541},
title = {Tight Convex and Concave Relaxations via Taylor Models for Global Dynamic Optimization},
url = {},
volume = {29},
year = {2011}

RIS format (EndNote, RefMan)

AB - This article presents a discretize-then-relax method to construct convex/concave bounds for the solutions of parametric nonlinear ODEs. It builds upon Taylor model methods for verified ODE solution. To enable the propagation of convex/concave state bounds, a new type of Taylor model is introduced, whereby the remainder term consists of convex/concave bounds in lieu of the usual interval bounds. At each time step, a two-phase procedure is applied for the verified integration. A priori convex/concave bounds that are valid over the entire time step are calculated in the first phase, then pointwise-in-time convex/concave bounds at the end of the time step are obtained in the second phase. The algorithm is demonstrated by the case study of a Lotka-Volterra system. © 2011 Elsevier B.V.
AU - Sahlodin,AM
AU - Chachuat,B
DO - 10.1016/B978-0-444-53711-9.50108-5
EP - 541
PY - 2011///
SN - 1570-7946
SP - 537
TI - Tight Convex and Concave Relaxations via Taylor Models for Global Dynamic Optimization
T2 - Computer Aided Chemical Engineering
UR -
VL - 29
ER -