Relaxations and approximations for mixed-integer optimal control
approximationBig-M-problemBoolean control functioncutting planesinner and outer convexificationmixed integer optimal controlnonlinear branch-and-boundnumerical examplesoptimal controlrelaxations
Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Numerical methods of relaxation type (49M20) Duality theory (optimization) (49N15) Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57) Applications of mathematical programming (90C90)
The excellent PhD-thesis of Michael Jung deals with mixed-integer optimal control, it was written under the supervision of S. Sager and G. Reinelt. The thesis is influenced by the Heidelberg research team of optimization. The topic is also referred to as hybrid optimal control. An optimal control system is studied which is described by ODEs or DAEs, respectively, control-state inequalities and control restrictions, and a certain functional is to minimize.NEWLINENEWLINE Necessary optimality conditions and well-known numerical methods for classical controls are listed. The new problem under consideration has an integer feasibility requirement on a subset of the control functions. The author proposes the use of a direct approach to formulate numerical algorithms. Therefore, a discretization of the process is given. Then, an integral relaxation of different modes ODEs and constraints is considered. There are inner convexification and outer convexification. Different approaches are discussed in terms of numerical stability and general solvability.NEWLINENEWLINE The next step treats approximation of the controls in order to obtain integer control functions out of relaxed ones. The solution structure of a branch-and-bound algorithm with a Lagrangian relaxation as subproblems is investigated.NEWLINENEWLINE The last chapter gives numerical examples, it covers four problems: 1) a prototype model from the literature, 2) a Lotka-Volterra-model for fishing control, 3) a sewage network, where the overflow onto streets and environment has to be controlled, 4) an energy-optimal problem of a truck cruise.
- Approximation properties and tight bounds for constrained mixed-integer optimal control
- Relaxation methods for mixed-integer optimal control of partial differential equations
- Direct methods with maximal lower bound for mixed-integer optimal control problems
- The integer approximation error in mixed-integer optimal control
- Combinatorial integral approximation
- Direct methods with maximal lower bound for mixed-integer optimal control problems
- Computational approaches for mixed integer optimal control problems with indicator constraints
- Mixed integer programming for a special logic constrained optimal control problem
- An optimal control approach to nonlinear mixed integer programming problems
- Mixed-integer optimal control problems with switching costs: a shortest path approach
- Train timetabling for an urban rail transit line using a Lagrangian relaxation approach
- Efficient upper and lower bounds for global mixed-integer optimal control
- Approximations of relaxed optimal control problems
- Semidefinite programming relaxations and algebraic optimization in control
- A decomposition approach for optimal control problems with integer inner point state constraints
- Quasiconvex relaxation of multidimensional control problems with integrandsf(t,ξ,v)
- Numerical methods for mixed-integer optimal control problems
- Relaxation methods for mixed-integer optimal control of partial differential equations
- The integer approximation error in mixed-integer optimal control
- Relaxation methods for hyperbolic PDE mixed-integer optimal control problems
- Mixed-Integer Optimal Control for PDEs: Relaxation via Differential Inclusions and Applications to Gas Network Optimization
- Extended multi-interval Legendre-Gauss-Radau pseudospectral method for mixed-integer optimal control problem in engineering
- Decomposition and Approximation for PDE-Constrained Mixed-Integer Optimal Control
- On the time transformation of mixed integer optimal control problems using a consistent fixed integer control function
- Approximation properties and tight bounds for constrained mixed-integer optimal control
- POD-based mixed-integer optimal control of evolution systems
- Convergence of finite-dimensional approximations for mixed-integer optimization with differential equations
- On perspective functions and vanishing constraints in mixed-integer nonlinear optimal control
- Combinatorial integral approximation
- Parabolic optimal control problems with combinatorial switching constraints. I: Convex relaxations
- Parabolic optimal control problems with combinatorial switching constraints. II: Outer approximation algorithm
- On convergence of binary trust-region steepest descent
- A perspective-based convex relaxation for switched-affine optimal control
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