Convex Relaxations for Mixed Integer Predictive Control

Axehill, DanielLinköpings universitet,Reglerteknik,Tekniska högskolan (författare)

The main objective in this work is to compare different convex relaxations for Model Predictive Control (MPC) problems with mixed real valued and binary valued control signals. In the problem description considered, the objective function is quadratic, the dynamics are linear, and the inequality constraints on states and control signals are all linear. The relaxations are related theoretically and the quality of the bounds and the computational complexities are compared in numerical experiments. The investigated relaxations include the Quadratic Programming (QP) relaxation, the standard Semidefinite Programming (SDP) relaxation, and an equality constrained SDP relaxation. The equality constrained SDP relaxation appears to be new in the context of hybrid MPC and the result presented in this work indicates that it can be useful as an alternative relaxation, which is less computationally demanding than the ordinary SDP relaxation and which often gives a better bound than the bound from the QP relaxation. Furthermore, it is discussed how the result from the SDP relaxations can be used to generate suboptimal solutions to the control problem. Moreover, it is also shown that the equality constrained SDP relaxation is equivalent to a QP in an important special case.

TEKNIK OCH TEKNOLOGIER Elektroteknik och elektronik Reglerteknik hsv//swe
ENGINEERING AND TECHNOLOGY Electrical Engineering, Electronic Engineering, Information Engineering Control Engineering hsv//eng
Predictive control
Hybrid systems
Finite alphabet control
Integer programming
Semidefinite programming
TECHNOLOGY
TEKNIKVETENSKAP
Automatic control
Reglerteknik

Vandenberghe, LievenUniversity of California Los Angeles, USA (författare)
Hansson, AndersLinköpings universitet,Reglerteknik,Tekniska högskolan(Swepub:liu)andha17 (författare)
Linköpings universitetReglerteknik (creator_code:org_t)

Av författaren/redakt...: Axehill, Daniel; Vandenberghe, Li ...; Hansson, Anders

Om ämnet

TEKNIK OCH TEKNOLOGIER: TEKNIK OCH TEKNO ...; och Elektroteknik oc ...; och Reglerteknik

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