Abstract
In this work we propose an exact semidefinite relaxation for non-linear, non-convex dynamical programs under discrete constraints in the state variables and the control variables. We outline some theoretical features of the method and workout the solutions of a benchmark problem in cybernetics and the classical inventory problem under discrete constraints.
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Ortiz, C., Meziat, R. Semidefinite relaxations of dynamical programs under discrete constraints. Optim Lett 4, 567–583 (2010). https://doi.org/10.1007/s11590-010-0184-z
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DOI: https://doi.org/10.1007/s11590-010-0184-z