Publication

Towards Global Bilevel Dynamic Optimization

Benoît Chachuat
2009
Journal Articles

Résumé

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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https://infoscience.epfl.ch/entities/publication/da82058a-84e1-4287-85a0-df49bf6abd9e

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Benoît Chachuat
2009
Journal Articles

Résumé

Source officielle

https://infoscience.epfl.ch/entities/publication/da82058a-84e1-4287-85a0-df49bf6abd9e

À propos de ce résultat

Concepts associés (15)

Optimization problem

In mathematics, computer science and economics, an optimization problem is the problem of finding the best solution from all feasible solutions. Optimization problems can be divided into two categories, depending on whether the variables are continuous or discrete: An optimization problem with discrete variables is known as a discrete optimization, in which an object such as an integer, permutation or graph must be found from a countable set.

Nondeterministic algorithm

In computer programming, a nondeterministic algorithm is an algorithm that, even for the same input, can exhibit different behaviors on different runs, as opposed to a deterministic algorithm. There are several ways an algorithm may behave differently from run to run. A concurrent algorithm can perform differently on different runs due to a race condition. A probabilistic algorithm's behaviors depends on a random number generator.

Algorithme déterministe

En Informatique, un algorithme déterministe est un algorithme qui, étant donné une entrée particulière, produira toujours la même sortie, avec la machine sous-jacente passant toujours par la même séquence d'états. Les algorithmes déterministes forment, de loin, la famille d'algorithme la plus étudiée. Formellement, un algorithme déterministe calcule une fonction mathématique ; une fonction ayant une valeur unique pour n'importe quelle entrée dans son ensemble de définition, l'algorithme produit cette valeur en sortie.

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