Convex and Concave Relaxations for the Parametric Solutions of Semi-explicit Index-One Differential-Algebraic Equations

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• 作者：Joseph K. Scott (1)
  Paul I. Barton (1)
  
• 关键词：Dynamic optimization ; Optimal control ; Global optimization ; Differential ; algebraic equations ; Convex relaxation
• 刊名：Journal of Optimization Theory and Applications
• 出版年：2013
• 出版时间：March 2013
• 年：2013
• 卷：156
• 期：3
• 页码：617-649
• 全文大小：1043KB
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• 作者单位：Joseph K. Scott (1)
  Paul I. Barton (1)
  
  1. Process Systems Engineering Laboratory, Dept. of Chemical Engineering, MIT, 77 Massachusetts Ave 66-363, Cambridge, MA, 02139, USA
  
• ISSN：1573-2878

文摘

A method is presented for computing convex and concave relaxations of the parametric solutions of nonlinear, semi-explicit, index-one differential-algebraic equations (DAEs). These relaxations are central to the development of a deterministic global optimization algorithm for problems with DAEs embedded. The proposed method uses relaxations of the DAE equations to derive an auxiliary system of DAEs, the solutions of which are proven to provide the desired relaxations. The entire procedure is fully automatable.