2011
DOI: 10.1007/s00186-011-0355-4
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Combinatorial integral approximation

Abstract: 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 soluti… Show more

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Cited by 79 publications
(61 citation statements)
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“…The aim of this paper is to devise a fast heuristic for approximate solutions of (9) via the generation of feasible points of (22) with near-optimal objective value. We follow the approach in [27,18,19] and split the solution of the mixed-integer nonlinear program (22) Our computational approach can be outlined in the following steps: 1. Discretize by choosing suitable spatial mesh sizes ∆x (i) > 0, i ∈ E. Relax problem by omitting (14).…”
Section: 2mentioning
confidence: 99%
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“…The aim of this paper is to devise a fast heuristic for approximate solutions of (9) via the generation of feasible points of (22) with near-optimal objective value. We follow the approach in [27,18,19] and split the solution of the mixed-integer nonlinear program (22) Our computational approach can be outlined in the following steps: 1. Discretize by choosing suitable spatial mesh sizes ∆x (i) > 0, i ∈ E. Relax problem by omitting (14).…”
Section: 2mentioning
confidence: 99%
“…Optionally, a refinement step of the temporal mesh size ∆t can be performed after step 4 to improve the accuracy of the switching if necessary, but this step is only useful in the case without additional combinatorial constraints that couple over time [26,27]. We do not consider this option in the numerical computations in this paper.…”
Section: 2mentioning
confidence: 99%
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