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Proof of convergence for a gobal optimization algorithm for problems with ordinary differential equations

Ioannis Papamichail, Claire S. Adjiman

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URIhttp://purl.tuc.gr/dl/dias/FBA1462B-11C5-49D8-BD95-BD4A50E8F580-
Αναγνωριστικόhttps://doi.org/10.1007/s10898-004-6100-2-
Γλώσσαen-
ΤίτλοςProof of convergence for a gobal optimization algorithm for problems with ordinary differential equationsen
ΔημιουργόςIoannis Papamichailen
ΔημιουργόςClaire S. Adjimanen
ΕκδότηςSpringer Verlagen
ΠερίληψηA deterministic spatial branch and bound global optimization algorithm for problems with ordinary differential equations in the constraints has been developed by Papamichail and Adjiman [A rigorous global optimization algorithm for problems with ordinary differential equations. J. Glob. Optim. 24, 1–33]. In this work, it is shown that the algorithm is guaranteed to converge to the global solution. The proof is based on showing that the selection operation is bound improving and that the bounding operation is consistent. In particular, it is shown that the convex relaxation techniques used in the algorithm for the treatment of the dynamic information ensure bound improvement and consistency are achieved.en
ΤύποςPeer-Reviewed Journal Publicationen
ΤύποςΔημοσίευση σε Περιοδικό με Κριτέςel
Άδεια Χρήσηςhttp://creativecommons.org/licenses/by/4.0/en
Ημερομηνία2015-10-23-
Ημερομηνία Δημοσίευσης2005-
Βιβλιογραφική ΑναφοράPapamichail I. and Adjiman C.S. "Proof of convergence for a global optimization algorithm for problems with ordinary differential equations", Journal of Global Optimization, Vol. 33, no. 1, pp. 83-107, Sept. 2005. DOI: 10.1007/s10898-004-6100-2en

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