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On mixed-integer optimal control with constrained total variation of the integer control

Author

Listed:
  • Sebastian Sager

    (Otto-von-Guericke-Universität Magdeburg)

  • Clemens Zeile

    (Otto-von-Guericke-Universität Magdeburg)

Abstract

The combinatorial integral approximation (CIA) decomposition suggests solving mixed-integer optimal control problems by solving one continuous nonlinear control problem and one mixed-integer linear program (MILP). Unrealistic frequent switching can be avoided by adding a constraint on the total variation to the MILP. Within this work, we present a fast heuristic way to solve this CIA problem and investigate in which situations optimality of the constructed feasible solution is guaranteed. In the second part of this article, we show tight bounds on the integrality gap between a relaxed continuous control trajectory and an integer feasible one in the case of two controls. Finally, we present numerical experiments to highlight the proposed algorithm’s advantages in terms of run time and solution quality.

Suggested Citation

  • Sebastian Sager & Clemens Zeile, 2021. "On mixed-integer optimal control with constrained total variation of the integer control," Computational Optimization and Applications, Springer, vol. 78(2), pages 575-623, March.
    • Handle: RePEc:spr:coopap:v:78:y:2021:i:2:d:10.1007_s10589-020-00244-5
    DOI: 10.1007/s10589-020-00244-5
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    References listed on IDEAS

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    1. Sebastian Sager & Michael Jung & Christian Kirches, 2011. "Combinatorial integral approximation," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 73(3), pages 363-380, June.
    2. H. Axelsson & Y. Wardi & M. Egerstedt & E. I. Verriest, 2008. "Gradient Descent Approach to Optimal Mode Scheduling in Hybrid Dynamical Systems," Journal of Optimization Theory and Applications, Springer, vol. 136(2), pages 167-186, February.
    3. Пигнастый, Олег & Koжевников, Георгий, 2019. "Распределенная Динамическая Pde-Модель Программного Управления Загрузкой Технологического Оборудования Производственной Линии [Distributed dynamic PDE-model of a program control by utilization of t," MPRA Paper 93278, University Library of Munich, Germany, revised 02 Feb 2019.
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    Cited by:

    1. Marvin Severitt & Paul Manns, 2023. "Efficient Solution of Discrete Subproblems Arising in Integer Optimal Control with Total Variation Regularization," INFORMS Journal on Computing, INFORMS, vol. 35(4), pages 869-885, July.

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