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Reformulations and Algorithms for the Optimization of Switching Decisions in Nonlinear Optimal Control

Sebastian Sager (sebastian.sager***at***iwr.uni-heidelberg.de)

Abstract: In model-based nonlinear optimal control switching decisions that can be optimized often play an important role. Prominent examples of such hybrid systems are gear switches for transport vehicles or valves in chemical engineering. Optimization algorithms need to take the discrete nature of the variables that model these switching decisions into account. Unnecessarily, for many applications still an equidistant time discretization and either rounding or standard mixed-integer solvers are used. In this article we survey recent progress in theoretical bounds, reformulations, and algorithms for this problem class and show how process control can benefit from them. We propose a comprehensive algorithm based on simulations and the solution of a sequence of purely continuous problems, and provide a new and more compact proof for its well-posedness. Instead of focusing on a particular application, we classify different solution behaviors in the applications section. We provide references to respective case studies with prototype character and cite newly emerging benchmark libraries. We conclude by pointing out future challenges for process control with switching decisions.

Keywords: hybrid systems, optimal control, integer programming, MINLP

Category 1: Integer Programming ((Mixed) Integer Nonlinear Programming )

Category 2: Nonlinear Optimization (Systems governed by Differential Equations Optimization )

Citation: Published in Journal of Process Control, Vol 19, pp. 1238--1247

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Entry Submitted: 11/24/2008
Entry Accepted: 11/25/2008
Entry Last Modified: 09/18/2009

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