Artikel
On mixed-integer optimal control with constrained total variation of the integer control
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.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Computational Optimization and Applications ; ISSN: 1573-2894 ; Volume: 78 ; Year: 2020 ; Issue: 2 ; Pages: 575-623 ; New York, NY: Springer US
- Klassifikation
-
Mathematik
Business Economics: General
Bayesian Analysis: General
Econometric Modeling: Other
- Thema
-
Mixed-integer linear programming
Optimal control
Discrete approximations
Switched dynamic systems
Approximation methods and heuristics
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Sager, Sebastian
Zeile, Clemens
- Ereignis
-
Veröffentlichung
- (wer)
-
Springer US
- (wo)
-
New York, NY
- (wann)
-
2020
- DOI
-
doi:10.1007/s10589-020-00244-5
- Letzte Aktualisierung
- 10.03.2025, 10:44 UTC
Datenpartner
Dieses Objekt wird bereitgestellt von:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Sager, Sebastian
- Zeile, Clemens
- Springer US
Entstanden
- 2020
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