I have a problem with the following two properties:
- Overlapping Subproblems
- Optimal Substructure (an optimal solution can be constructed efficiently from optimal solutions of its subproblems)
However, I have a cumulative nonlinear (but convex) constraint. I have the following questions and asking for your guidance:
- Are model predictive control and dynamic programming optimization algorithms applicable to problems which have cumulative constraints?
- Is there any cumulative constraint propagation techniques for dynamic programming?