ICCOPT 2013 Talk, Room 1.6, Tuesday, July 30, 11:30-13:00

 Speaker: Joseph K. Scott, Process Systems Engineering Laboratory, Massachusetts Institute of Technology, USA
 Title: Relaxing dynamic optimization problems: Convergence, clustering, and the effect of time
 Co-authors: Paul I. Barton, Spencer D. Schaber, Achim Wechsung

 Abstract:
Scientific Program

Modern global optimization algorithms involve the construction of convex underestimating programs, termed convex relaxations. For dynamic optimization problems, this relaxation procedure poses unique challenges and has been the subject of several recent articles. In this talk, we review some existing relaxation procedures for dynamic problems and investigate the use of a convergence metric for evaluating their usefulness. Using numerical results and recent developments in convergence analysis, we argue that standard metrics for nonlinear programs may not be sufficient; there is a complicating factor, related to time (the independent variable of the dynamic system), that is unique to dynamic problems. This observation is corroborated by recent advances in the analysis of the so-called cluster effect. Combined, these observations suggest a new design goal for dynamic relaxation procedures.


 Talk in: Organized Session Tue.A.16 Global optimization with differential equations embedded
 Cluster: Global optimization and mixed-integer programming


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 Go to: unframed Scientific Program

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