Towards global bilevel dynamic optimization

Authors:
Alexander Mitsos;Benoît Chachuat;Paul I. Barton
Affiliations:
Department of Chemical Engineering, Massachusetts Institute of Technology, Cambridge, USA 02139;Department of Chemical Engineering, McMaster University, Hamilton, Canada;Department of Chemical Engineering, Massachusetts Institute of Technology, Cambridge, USA 02139
Venue:
Journal of Global Optimization
Year:
2009

Citing 21
Cited 1

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Abstract

The global solution of bilevel dynamic optimization problems is discussed. An overview of a deterministic algorithm for bilevel programs with nonconvex functions participating is given, followed by a summary of deterministic algorithms for the global solution of optimization problems with nonlinear ordinary differential equations embedded. Improved formulations for scenario-integrated optimization are proposed as bilevel dynamic optimization problems. Solution procedures for some of the problems are given, while for others open challenges are discussed. Illustrative examples are given.