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Nonlinear convex and concave relaxations for the solutions of parametric ODEs

机译:参数ODEs解的非线性凸和凹松弛

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摘要

Convex and concave relaxations for the parametric solutions of ordinary differential equations (ODEs) are central to deterministic global optimization methods for nonconvex dynamic optimization and open-loop optimal control problems with control parametrization. Given a general system of ODEs with parameter dependence in the initial conditions and right-hand sides, this work derives sufficient conditions under which an auxiliary system of ODEs describes convex and concave relaxations of the parametric solutions, point wise in the independent variable. Convergence results for these relaxations are also established. A fully automatable procedure for constructing an appropriate auxiliary system has been developed previously by the authors. Thus, the developments here lead to an efficient, automatic method for computing convex and concave relaxations for the parametric solutions of a very general class of nonlinear ODEs. The proposed method is presented in detail for a simple example problem.
机译:常微分方程(ODE)的参数解的凸和凹弛豫对于确定性全局优化方法(对于非凸动态优化和带有控制参数的开环最优控制问题)至关重要。给定一个在初始条件和右侧都具有参数依赖性的ODE的一般系统,这项工作得出了充分的条件,在这些条件下,ODE的辅助系统描述了自变量中点解的参数解的凸和凹弛豫。还建立了这些松弛的收敛结果。作者先前已经开发了用于构建适当辅助系统的全自动程序。因此,这里的发展导致了一种高效,自动的方法,用于计算非常普通的一类非线性ODE的参数解的凸松弛和凹松弛。针对一个简单的示例问题详细介绍了所提出的方法。

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