MIXED-INTEGER DYNAMIC OPTIMIZATION

A rigorous decomposition approach is presented for mixed-integer dynam ic optimization problems. The approach combines dynamic optimization w ith insight based targeting techniques to decompose the optimization i nto subproblems providing rigorous upper and lower bounds on the objec tive. This approach has the potential to eliminate total enumeration o f the discrete space, assures termination in a finite number of iterat ions, and yields a rigorous bound on the distance between the solution found and the global solution.