Towards global bilevel dynamic optimization |
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| Authors: | Alexander Mitsos Benoît Chachuat Paul I Barton |
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| Institution: | (1) Department of Chemical Engineering, Massachusetts Institute of Technology, 66-464, 77 Massachusetts Avenue, Cambridge, MA 02139, USA;(2) Department of Chemical Engineering, McMaster University, Hamilton, ON, Canada |
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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. |
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| Keywords: | Bilevel program Dynamic optimization Nonconvex optimization Global optimization Scenario-integrated optimization |
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