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Many optimal decision problems in scientific, engineering, and public sector applications involve both discrete decisions and nonlinear system dynamics that affect the quality of the final design or plan. These decision problems lead to mixed-integer nonlinear programming (MINLP) problems that combine the combinatorial difficulty of optimizing over discrete variable sets with the challenges of handling nonlinear functions. We review models and applications of MINLP, and survey the state of the art in methods for solving this challenging class of problems.Most solution methods for MINLP apply some form of tree search. We distinguish two broad classes of methods: single-tree and multitree methods. We discuss these two classes of methods first in the case where the underlying problem functions are convex. Classical single-tree methods include nonlinear branch-and-bound and branch-and-cut methods, while classical multitree methods include outer approximation and Benders decomposition. The most efficient class of methods for convex MINLP are hybrid methods that combine the strengths of both classes of classical techniques.Non-convex MINLPs pose additional challenges, because they contain non-convex functions in the objective function or the constraints; hence even when the integer variables are relaxed to be continuous, the feasible region is generally non-convex, resulting in many local minima. We discuss a range of approaches for tackling this challenging class of problems, including piecewise linear approximations, generic strategies for obtaining convex relaxations for non-convex functions, spatial branch-and-bound methods, and a small sample of techniques that exploit particular types of non-convex structures to obtain improved convex relaxations.We finish our survey with a brief discussion of three important aspects of MINLP. First, we review heuristic techniques that can obtain good feasible solution in situations where the search-tree has grown too large or we require real-time solutions. Second, we describe an emerging area of mixed-integer optimal control that adds systems of ordinary differential equations to MINLP. Third, we survey the state of the art in software for MINLP.

International audienceThe contribution of this work is to show that real-time nonlinear model predictive control (NMPC) can be implemented on position controlled humanoid robots. Following the idea of " walking without thinking " , we propose a walking pattern generator that takes into account simultaneously the position and orientation of the feet. A requirement for an application in real-world scenarios is the avoidance of obstacles. Therefore the paper shows an extension of the pattern generator that directly considers the avoidance of convex obstacles. The algorithm uses the whole-body dynamics to correct the center of mass trajectory of the underlying simplified model. The pattern generator runs in real-time on the embedded hardware of the humanoid robot HRP-2 and experiments demonstrate the increase in performance with the correction

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SUMMARYWe present a numerical method and results for a recently published benchmark problem (Optim. Contr. Appl. Met. 2005; 26:1-18; Optim. Contr. Appl. Met. 2006; 27(3):169-182) in mixed-integer optimal control. The problem has its origin in automobile test-driving and involves discrete controls for the choice of gears. Our approach is based on a convexification and relaxation of the integer controls constraint. Using the direct multiple shooting method we solve the reformulated benchmark problem for two cases: we were able to reduce the overall computing time considerably, applying our algorithm. We give theoretical evidence on why our convex reformulation is highly beneficial in the case of time-optimal mixed-integer control problems as the chosen benchmark problem basically is (neglecting a small regularization term).

We are interested in structures and efficient methods for mixed-integer nonlinear programs (MINLP) that arise from a first discretize, then optimize approach to timedependent mixed-integer optimal control problems (MIOCPs). In this study we focus on combinatorial constraints, in particular on restrictions on the number of switches on a fixed time grid.We propose a novel approach that is based on a decomposition of the MINLP into a NLP and a MILP. We discuss the relation of the MILP solution to the MINLP solution and formulate bounds for the gap between the two, depending on Lipschitz constants and the control discretization grid size. The MILP solution can also be used for an efficient initialization of the MINLP solution process.The speedup of the solution of the MILP compared to the MINLP solution is considerable already for general purpose MILP solvers. We analyze the structure of the MILP that takes switching constraints into account and propose a tailored Branch and Bound strategy that outperforms cplex on a numerical case study and hence further improves efficiency of our novel method.

Quadratic programs obtained for optimal control problems of dynamic or discrete-time processes usually involve highly block structured Hessian and constraints matrices, to be exploited by efficient numerical methods. In interior point methods, this is elegantly achieved by the widespread availability of advanced sparse symmetric indefinite factorization codes. For active set methods, however, conventional dense matrix techniques suffer from the need to update base matrices in every active set iteration, thereby loosing the sparsity structure after a few updates. This contribution presents a new factorization of a KKT matrix arising in active set methods for optimal control. It fully respects the block structure without any fill-in. For this factorization, matrix updates are derived for all cases of active set changes. This allows for the design of a highly efficient block structured active set method for optimal control and model predictive control problems with long horizons or many control parameters.Keywords Matrix factorizations and updates · Block structured active set quadratic programming · Direct methods for optimal control Mathematics Subject Classification (2010) 90C20 · 90C30 · 93B40 · 15A23 · 65F05

Multi-contact motion generation is an important problem in humanoid robotics because it generalizes bipedal locomotion and thus expands the functional range of humanoid robots. In this paper, we propose a complete solution to compute a fully-dynamic multi-contact motion of a humanoid robot. We decompose the motion generation by computing first a dynamically-consistent trajectory of the center of mass of the robot and finding then the whole-body movement following this trajectory. A simplified dynamic model of the humanoid is used to find optimal contact forces as well as a kinematic feasible center-of-mass trajectory from a predefined series of contacts. We demonstrate the capabilities of the approach by making the real humanoid robot platform HRP-2 climb stairs with the use of a handrail. The experimental study also shows that utilization of the handrail lowers the power consumption of the robot by 25% compared to a motion, where only the feet are used.