Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control

2011
ISBN: 978-3-8348-1572-9
Verlag: Vieweg+Teubner Verlag

Buch, Englisch, Deutsch, 367 Seiten, Format (B × H): 148 mm x 210 mm, Gewicht: 501 g

Reihe: Advances in Numerical Mathematics

Current industrial practice knows many optimization tasks that can be cast as mixed-integer optimal control problems. Due to the combinatorial character of these problems, the computation of optimal solutions under real-time constraints is still a demanding challenge.

Starting with Bock's direct multiple shooting method for optimal control, Christian Kirches develops a fast numerical algorithm of wide applicability that efficiently solves mixed-integer nonlinear optimal control problems. He uses convexification and relaxation techniques to obtain computationally tractable reformulations for which feasibility and optimality certificates can be given even after discretization and rounding. In a sequential quadratic programming framework, extensive exploitation of arising structures in an active set method ultimately brings the developed algorithm towards real-time feasibility.

Zielgruppe

Applied mathematicians and engineers interested in learning about recent developments and new efficient algorithms for treating dynamic optimal control problems with hybrid and combinatorial aspects under real-time constraints.

Autoren/Hrsg.

Kirches, Christian

Fachgebiete

• Technische Wissenschaften Technik Allgemein Computeranwendungen in der Technik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik
• Technische Wissenschaften Elektronik | Nachrichtentechnik Nachrichten- und Kommunikationstechnik Regelungstechnik

Inhaltsverzeichnis

The Direct Multiple Shooting Method for Optimal Control - Mixed-Integer Optimal Control - Constrained Nonlinear Programming - Mixed-Integer Real-Time Iterations - Outer Convexification of Constraints - A Nonconvex Parametric SQP Method - Linear Algebra for Block Structured QPs - Updates for the Block Structured Factorization

Über Autor(innen)

Dr. Christian Kirches is a postdoctoral researcher in the simulation and optimization group at the chair of Professor Dr. Dr. h.c. Hans Georg Bock at the Interdisciplinary Center for Scientific Computing (IWR) of Heidelberg University.