Global optimization in Hilbert space.

We propose 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. Because these run-time bounds are independent of the number of optimization variables and, in particular, are valid for optimization problems with infinitely many optimization variables, we prove that the algorithm converges to an ε -suboptimal global solution within finite run-time for any given termination tolerance ε > 0 . Finally, we illustrate these results for a problem of calculus of variations.

Chebyshev model arithmetic for factorable functions.

This article presents an arithmetic for the computation of Chebyshev models for factorable functions and an analysis of their convergence properties. Similar to Taylor models, Chebyshev models consist of a pair of a multivariate polynomial approximating the factorable function and an interval remainder term bounding the actual gap with this polynomial approximant. Propagation rules and local convergence bounds are established for the addition, multiplication and composition operations with Chebyshev models. The global convergence of this arithmetic as the polynomial expansion order increases is also discussed. A generic implementation of Chebyshev model arithmetic is available in the library MC++. It is shown through several numerical case studies that Chebyshev models provide tighter bounds than their Taylor model counterparts, but this comes at the price of extra computational burden.

Multi-objective optimal control of dynamic bioprocesses using ACADO Toolkit.

The optimal design and operation of dynamic bioprocesses gives in practice often rise to optimisation problems with multiple and conflicting objectives. As a result typically not a single optimal solution but a set of Pareto optimal solutions exist. From this set of Pareto optimal solutions, one has to be chosen by the decision maker. Hence, efficient approaches are required for a fast and accurate generation of the Pareto set such that the decision maker can easily and systematically evaluate optimal alternatives. In the current paper the multi-objective optimisation of several dynamic bioprocess examples is performed using the freely available ACADO Multi-Objective Toolkit ( http://www.acadotoolkit.org ). This toolkit integrates efficient multiple objective scalarisation strategies (e.g., Normal Boundary Intersection and (Enhanced) Normalised Normal Constraint) with fast deterministic approaches for dynamic optimisation (e.g., single and multiple shooting). It has been found that the toolkit is able to efficiently and accurately produce the Pareto sets for all bioprocess examples. The resulting Pareto sets are added as supplementary material to this paper.