jmarecek/homotopy-example

Code for our pre-print "Mixed-Integer Path-Stable Optimisation, with Applications in Model-Predictive Control of Water Systems"

Branch cplex-coupling implements experiments behind:

    Mixed-Integer Path-Stable Optimisation, with Applications in Model-Predictive Control of Water Systems

by Jorn H. Baayen and Jakub Marecek, which is available online at

    https://arxiv.org/abs/2001.08121

Main branch implements the experiments from the paper

    Continuation method for PDE-constrained global optimization: Analysis and application to the shallow water equations

by Jorn H. Baayen, Teresa Piovesan, and Jesse VanderWees, available online at

    https://arxiv.org/abs/1801.06507

The approach introduced in the paper and illustrated with this example forms the basis of 
KISTERS Real Time Optimization (RTO), an enterprise solution for real-time global optimization
of hydraulic systems.

An earlier version of the continuation method is implemented in the open source software package RTC-Tools.

This code was tested with CasADi 3.5.1.