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Towards global bilevel dynamic optimization

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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.

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Authors and Affiliations

  1. Department of Chemical Engineering, Massachusetts Institute of Technology, 66-464, 77 Massachusetts Avenue, Cambridge, MA, 02139, USA

    Alexander Mitsos & Paul I. Barton

  2. Department of Chemical Engineering, McMaster University, Hamilton, ON, Canada

    Benoît Chachuat

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  1. Alexander Mitsos
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  2. Benoît Chachuat
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  3. Paul I. Barton
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Correspondence to Paul I. Barton.

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Mitsos, A., Chachuat, B. & Barton, P.I. Towards global bilevel dynamic optimization. J Glob Optim 45, 63–93 (2009). https://doi.org/10.1007/s10898-008-9395-6

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