Resolution:
## Figure 1.
Solution Strategy. The system of ODEs is first reformulated into a nonconvex NLP using the orthogonal
collocation on finite elements approach. This NLP is decomposed into two levels: a
master MILP and a slave NLP. The master MILP, which is constructed using piecewise
McCormick envelopes and supporting hyper-planes, provides a rigorous lower bound on
the global optimum. The slave NLP corresponds to the original nonconvex NLP that is
solved using as starting point the solution of the MILP. The algorithm iterates between
these two levels until the optimality gap (i.e., the relative difference between the
upper and lower bounds) is reduced below a given tolerance.
MirĂ³ |