Fast Numerical Methods for Mixed-Integer Nonlinear by Christian Kirches

By Christian Kirches

Christian Kirches develops a quick numerical set of rules of huge applicability that successfully solves mixed-integer nonlinear optimum keep an eye on difficulties. He makes use of convexification and rest thoughts to acquire computationally tractable reformulations for which feasibility and optimality certificate might be given even after discretization and rounding.

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Chapter 9 presents numerical results for all new algorithms and makes comparisons to existing methods at the example of several mixed–integer optimal control and mixed–integer NMPC problems. In an extensive industrial case study, a challenging mixed–integer nonlinear model predictive control problem is solved under demanding real–time constraints. We show that by using the developed numerical methods, this problem could even be solved on an embedded system with limited computational resources. This thesis is closed by appendix A, containing details on the implementation of the developed algorithms within the software packages MuShROOM and qpHPSC.

2 Solution Methods for Optimal Control Problems 19 The disadvantages of indirect methods are quite obvious, however. The necessary conditions of optimality have to be derived analytically for every problem instance, and require several different special cases to be distinguished. In particular, general path and control constraints c(·) frequently lead to an a priori unknown structure of the optimal solution. g. the introduction of an additional constraint, as the optimal solution’s structure often is very sensitive to changes of the problem data.

Finally, the direct multiple shooting method is presented as a hybrid approach combining the advantages of both direct methods. We go into more detail here, as all numerical algorithms presented in this thesis are based on and focused on direct multiple shooting. 1 Indirect Methods Indirect methods are based on Pontryagin’s Maximum Principle and optimize in an infinite–dimensional function space. Necessary conditions of optimality are used to transform the optimal control problem into a Multi–Point Boundary Value Problem (MPBVP), which can then be solved by appropriate numerical methods.

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