Tailored presolve techniques in branch‐and‐bound method for fast mixed‐integer optimal control applications
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Publication:6180277
DOI10.1002/OCA.3030arXiv2211.12700OpenAlexW4382403803MaRDI QIDQ6180277FDOQ6180277
Authors: Rien Quirynen, S. Di Cairano 
Publication date: 19 January 2024
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
Abstract: Mixed-integer model predictive control (MI-MPC) can be a powerful tool for modeling hybrid control systems. In case of a linear-quadratic objective in combination with linear or piecewise-linear system dynamics and inequality constraints, MI-MPC needs to solve a mixed-integer quadratic program (MIQP) at each sampling time step. This paper presents a collection of block-sparse presolve techniques to efficiently remove decision variables, and to remove or tighten inequality constraints, tailored to mixed-integer optimal control problems (MIOCP). In addition, we describe a novel heuristic approach based on an iterative presolve algorithm to compute a feasible but possibly suboptimal MIQP solution. We present benchmarking results for a C code implementation of the proposed BB-ASIPM solver, including a branch-and-bound (B&B) method with the proposed tailored presolve techniques and an active-set based interior point method (ASIPM), compared against multiple state-of-the-art MIQP solvers on a case study of motion planning with obstacle avoidance constraints. Finally, we demonstrate the computational performance of the BB-ASIPM solver on the dSPACE Scalexio real-time embedded hardware using a second case study of stabilization for an underactuated cart-pole with soft contacts.
Full work available at URL: https://arxiv.org/abs/2211.12700
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Quadratic programming (90C20) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Mixed integer programming (90C11) Model predictive control (93B45)
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