Partition-based Feasible Integer Solution Pre-computation for Hybrid Model Predictive Control

arXiv1902.10989MaRDI QIDQ6314784FDOQ6314784

Authors: Danylo Malyuta, Behçet Açıkmeşe, Martin Cacan, David S. Bayard 

Publication date: 28 February 2019

Abstract: For multiparametric mixed-integer convex programming problems such as those encountered in hybrid model predictive control, we propose an algorithm for generating a feasible partition of a subset of the parameter space. The result is a static map from the current parameter to a suboptimal integer solution such that the remaining convex program is feasible. Convergence is proven with a new insight that the overlap among the feasible parameter sets of each integer solution governs the partition complexity. The partition is stored as a tree which makes querying the feasible solution efficient. The algorithm can be used to warm start a mixed integer solver with a real-time guarantee or to provide a reference integer solution in several suboptimal MPC schemes. The algorithm is tested on randomly generated systems with up to six states, demonstrating the effectiveness of the approach.

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