Institutional Repository
Technical University of Crete
Technical University of Crete
EN
|
EL
| URI | http://purl.tuc.gr/dl/dias/FBA1462B-11C5-49D8-BD95-BD4A50E8F580 | - |
| Identifier | https://doi.org/10.1007/s10898-004-6100-2 | - |
| Language | en | - |
| Title | Proof of convergence for a gobal optimization algorithm for problems with ordinary differential equations | en |
| Creator | Ioannis Papamichail | en |
| Creator | Claire S. Adjiman | en |
| Publisher | Springer Verlag | en |
| Content Summary | A 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 |
| Type of Item | Peer-Reviewed Journal Publication | en |
| Type of Item | Δημοσίευση σε Περιοδικό με Κριτές | el |
| License | http://creativecommons.org/licenses/by/4.0/ | en |
| Date of Item | 2015-10-23 | - |
| Date of Publication | 2005 | - |
| Bibliographic Citation | Papamichail 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/s10898-004-6100-2 | en |
Copyright © DIAS 2013
