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:2017:10.1007/s10107-017-1215-7,
author = {Houska, B and Chachuat, B},
doi = {10.1007/s10107-017-1215-7},
journal = {Mathematical Programming},
pages = {1--29},
title = {Global optimization in Hilbert space},
url = {http://dx.doi.org/10.1007/s10107-017-1215-7},
year = {2017}
}

RIS format (EndNote, RefMan)

TY  - JOUR
AB - We propose a complete-search algorithm for solving a class of non-convex, possibly infinite-dimensional, optimization problems to global optimality. We assume that the optimization variables are in a bounded subset of a Hilbert space, and we determine worst-case run-time bounds for the algorithm under certain regularity conditions of the cost functional and the constraint set. Because these run-time bounds are independent of the number of optimization variables and, in particular, are valid for optimization problems with infinitely many optimization variables, we prove that the algorithm converges to an (Formula presented.)-suboptimal global solution within finite run-time for any given termination tolerance (Formula presented.). Finally, we illustrate these results for a problem of calculus of variations.
AU - Houska,B
AU - Chachuat,B
DO - 10.1007/s10107-017-1215-7
EP - 29
PY - 2017///
SN - 0025-5610
SP - 1
TI - Global optimization in Hilbert space
T2 - Mathematical Programming
UR - http://dx.doi.org/10.1007/s10107-017-1215-7
UR - http://hdl.handle.net/10044/1/55734
ER -