mixed-integer optimal control problems

A Voronoi-Based Mixed-Integer Gauss-Newton Algorithm for MINLP Arising in Optimal Control

  • Andrea Ghezzi
  • LeoS
  • Adrian Bürger
  • Clemens Zeile
  • Sebastian Sager
  • Moritz Diehl
    • Categories (Mixed) Integer Nonlinear Programming, Control Applications, Nonlinear Systems and Least-Squares Tags ,

    We present a new algorithm for addressing nonconvex Mixed-Integer Nonlinear Programs (MINLPs) where the cost function is of nonlinear least squares form. We exploit this structure by leveraging a Gauss-Newton quadratic approximation of the original MINLP, leading to the formulation of a Mixed-Integer Quadratic Program (MIQP), which can be solved efficiently. The integer solution of the … Read more

    Time-Domain Decomposition for Mixed-Integer Optimal Control Problems

  • Falk M. Hante
  • Richard Krug
  • Martin Schmidt
    • Categories (Mixed) Integer Nonlinear Programming, Systems governed by Differential Equations Optimization Tags , , ,

    We consider mixed-integer optimal control problems, whose optimality conditions involve global combinatorial optimization aspects for the corresponding Hamiltonian pointwise in time. We propose a time-domain decomposition, which makes this problem class accessible for mixed-integer programming using parallel-in-time direct discretizations. The approach is based on a decomposition of the optimality system and the interpretation of the … Read more