Efficient solution of ordinary differential equations with a parametric lexicographic linear program embedded.
Stuart M. HarwoodKai HöffnerPaul I. BartonPublished in: Numerische Mathematik (2016)
Keyphrases
- linear program
- ordinary differential equations
- optimal solution
- linear programming
- mixed integer linear program
- approximate dynamic programming
- mixed integer
- stochastic programming
- numerical integration
- integer program
- quadratic program
- differential equations
- interior point methods
- column generation
- linear systems
- semi infinite
- cutting plane
- numerical solution
- mathematical models
- dynamic programming
- dynamic systems
- partial differential equations
- experimental data
- mathematical model