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Towards global bilevel dynamic optimization
- Source :
- Journal of Global Optimization. 45:63-93
- Publication Year :
- 2009
- Publisher :
- Springer Science and Business Media LLC, 2009.
-
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.
- Subjects :
- scenario-integrated optimization
Continuous optimization
Computer Science::Computer Science and Game Theory
Mathematical optimization
Control and Optimization
Optimization problem
nonconvex optimization
global optimization
Applied Mathematics
Mathematics::Optimization and Control
Management Science and Operations Research
Multi-objective optimization
Bilevel optimization
Stochastic programming
Computer Science Applications
Vector optimization
Bilevel program
Derivative-free optimization
dynamic optimization
Stochastic optimization
Mathematics
Subjects
Details
- ISSN :
- 15732916 and 09255001
- Volume :
- 45
- Database :
- OpenAIRE
- Journal :
- Journal of Global Optimization
- Accession number :
- edsair.doi.dedup.....fec5c3dd7fef538c078867bcbae46021