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{Houska:2014:10.1007/s10957-013-0426-1,
author = {Houska, B and Chachuat, B},
doi = {10.1007/s10957-013-0426-1},
journal = {Journal of Optimization Theory and Applications},
pages = {208--248},
title = {Branch-and-Lift Algorithm for Deterministic Global Optimization in Nonlinear Optimal Control},
url = {http://dx.doi.org/10.1007/s10957-013-0426-1},
volume = {162},
year = {2014}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - This paper presents a branch-and-lift algorithm for solving optimal control problems with smooth nonlinear dynamics and potentially nonconvex objective and constraint functionals to guaranteed global optimality. This algorithm features a direct sequential method and builds upon a generic, spatial branch-and-bound algorithm. A new operation, called lifting, is introduced, which refines the control parameterization via a Gram-Schmidt orthogonalization process, while simultaneously eliminating control subregions that are either infeasible or that provably cannot contain any global optima. Conditions are given under which the image of the control parameterization error in the state space contracts exponentially as the parameterization order is increased, thereby making the lifting operation efficient. A computational technique based on ellipsoidal calculus is also developed that satisfies these conditions. The practical applicability of branch-and-lift is illustrated in a numerical example. © 2013 Springer Science+Business Media New York.
AU - Houska,B
AU - Chachuat,B
DO - 10.1007/s10957-013-0426-1
EP - 248
PY - 2014///
SN - 0022-3239
SP - 208
TI - Branch-and-Lift Algorithm for Deterministic Global Optimization in Nonlinear Optimal Control
T2 - Journal of Optimization Theory and Applications
UR - http://dx.doi.org/10.1007/s10957-013-0426-1
UR - http://hdl.handle.net/10044/1/22051
VL - 162
ER -