Global Dynamic Optimization

My thesis focuses on global optimization of nonconvex integral objective functions subject to parameter dependent ordinary differential equations. In particular, effi-cient, deterministic algorithms are developed for solving problems with both linear and nonlinear dynamics embedded. The techniques utilized for each problem classifi-cation are unified by an underlying composition principle transferring the nonconvex-ity of the embedded dynamics into the integral objective function. This composition,. in conjunction with control parameterization, effectively transforms the problem into a finite dimensional optimization problem where the objective function is given implic-itly via the solution of a dynamic system. A standard branch-and-bound algorithm is employed to converge to the global solution by systematically eliminating portions of the feasible space by solving an upper bounding problem and convex lower bounding problem at each node. The novel contributions of this work lie in the derivation and solution of these convex lower bounding relaxations. Separate algorithms exist for deriving convex relaxations for problems with linea