Publication
This paper provides expressions for the largest and smallest solution of a global optimization problem using an adjoint variable which represents the available one-sided improvements up to the interval “horizon”. Interpreting the problem in terms of optimal stopping or optimal starting, the resulting optimality conditions yield two-point boundary problems as in dynamic optimization problems.
Vincenzo Savona, Juan Pablo Vasco Cano
Dominique Bonvin, Julien Léo Billeter, Diogo Filipe Mateus Rodrigues