Turnpike properties in discrete-time mixed-integer optimal control

Publikationstyp
Journal Article
Date Issued
2020-04-21
Sprache
English
Author(s)
Faulwasser, Timm  
Murray, Alexander
TORE-URI
https://hdl.handle.net/11420/45681
Journal
IEEE control systems letters  
Volume
4
Issue
3
Start Page
704
End Page
709
Article Number
9075289
Citation
IEEE Control Systems Letters 4 (3): 9075289 (2020-04-21)
Publisher DOI
10.1109/LCSYS.2020.2988943
Scopus ID
2-s2.0-85085613479
Publisher
IEEE
This note discusses properties of parametric discrete-time Mixed-Integer Optimal Control Problems (MIOCPs) as they often arise in model predictive control with discrete controls. We argue that, in want for a handle on similarity properties of parametric MIOCPs, the turnpike phenomenon known in optimal control is helpful. We provide sufficient turnpike conditions based on a dissipativity notion of MIOCPs, and we prove that the turnpike phenomenon allows specific and accurate guesses for the discrete controls. We also derive an easily checkable sufficient condition for dissipativity of linear-quadratic MIOCPs. Moreover, we show how the turnpike property can be used to derive efficient node-weighted branch-and-bound schemes tailored to parametric MIOCPs. We draw upon numerical examples to illustrate our findings.
Subjects
dissipativity
mixed-integer nonlinear programming
mixed-integer optimization
Optimal control
DDC Class
530: Physics