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A New Approach in Deterministic Global Optimisation of Problems with Ordinary Differential Equations
[chapter]
2004
Nonconvex Optimization and Its Applications
This paper presents an alternative approach to the deterministic global optimisation of problems with ordinary differential equations in the constraints. The algorithm uses a spatial branch-and-bound approach and a novel procedure to build convex underestimation of nonconvex problems is developed. Each nonconvex functional in the original problem is underestimated by adding a separate convex quadratic term. Two approaches are presented to compute rigorous values for the weight coefficients of
doi:10.1007/978-1-4613-0251-3_5
fatcat:vp7prp62bffbrad2zrmqvzdkta