Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control
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.
1106550285
Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control
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.
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Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control

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

by Christian Kirches
Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control

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

by Christian Kirches

Paperback(2011)

$109.99 
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Overview

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.

Product Details

ISBN-13: 9783834815729
Publisher: Vieweg+Teubner Verlag
Publication date: 09/15/2011
Series: Advances in Numerical Mathematics
Edition description: 2011
Pages: 367
Product dimensions: 5.83(w) x 8.27(h) x 0.04(d)

About the Author

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.

Table of Contents

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
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