| Article ID: | iaor200971268 |
| Country: | Netherlands |
| Volume: | 45 |
| Issue: | 1 |
| Start Page Number: | 63 |
| End Page Number: | 93 |
| Publication Date: | Sep 2009 |
| Journal: | Journal of Global Optimization |
| Authors: | Mitsos Alexander, Barton Paul I, Chachuat Benot |
| Keywords: | global optimization, programming (bilevel) |
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.