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Proof of Convergence for a Global Optimization Algorithm for Problems with Ordinary Differential Equations

✍ Scribed by Ioannis Papamichail; Claire S. Adjiman


Publisher
Springer US
Year
2005
Tongue
English
Weight
197 KB
Volume
33
Category
Article
ISSN
0925-5001

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A numerical integration scheme which is particularly well suited to initial value problems having oscillatory or exponential solutions is proposed. The derivation of the algorithm is based on a representation of problems (that is problems having oscillatory or exponential solutions), the complex par