Benoit Chachuat

Global Optimization in Hilbert Space

  • Benoit Chachuat
  • Boris Houska
    • Categories Global Optimization Theory, Infinite Dimensional Optimization

    This paper proposes a complete-search algorithm for solving a class of non-convex, possibly infinite-dimensional, optimization problems to global optimality. We assume that the optimization variables are in a bounded subset of a Hilbert space, and we determine worst-case run-time bounds for the algorithm under certain regularity conditions of the cost functional and the constraint set. … Read more

    Branch-and-Lift Algorithm for Deterministic Global Optimization in Nonlinear Optimal Control

  • Benoit Chachuat
  • Boris Houska
    • Categories Global Optimization Theory, Systems governed by Differential Equations Optimization

    This paper presents a branch-and-lift algorithm for solving optimal control problems with smooth nonlinear dynamics and nonconvex objective and constraint functionals to guaranteed global optimality. This algorithm features a direct sequential method and builds upon a spatial branch-and-bound algorithm. A new operation, called lifting, is introduced which refines the control parameterization via a Gram-Schmidt orthogonalization … Read more