Convex relaxations for mixed integer predictive control
نویسندگان
چکیده
منابع مشابه
Convex relaxations for mixed integer predictive control
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 ...
متن کاملSemidefinite relaxations for non-convex quadratic mixed-integer programming
We present semidefinite relaxations for unconstrained nonconvex quadratic mixed-integer optimization problems. These relaxations yield tight bounds and are computationally easy to solve for mediumsized instances, even if some of the variables are integer and unbounded. In this case, the problem contains an infinite number of linear constraints; these constraints are separated dynamically. We us...
متن کاملConvex relaxations of non-convex mixed integer quadratically constrained programs: projected formulations
A common way to produce a convex relaxation of a Mixed Integer Quadratically Constrained Program (MIQCP) is to lift the problem into a higher dimensional space by introducing variables Yij to represent each of the products xixj of variables appearing in a quadratic form. One advantage of such extended relaxations is that they can be efficiently strengthened by using the (convex) SDP constraint ...
متن کاملConvex relaxations of non-convex mixed integer quadratically constrained programs: extended formulations
This paper addresses the problem of generating strong convex relaxations of Mixed Integer Quadratically Constrained Programming (MIQCP) problems. MIQCP problems are very difficult because they combine two kinds of non-convexities: integer variables and non-convex quadratic constraints. To produce strong relaxations of MIQCP problems, we use techniques from disjunctive programming and the lift-a...
متن کاملMixed-Integer Convex Representability
We consider the question of which nonconvex sets can be represented exactly as the feasible sets of mixed-integer convex optimization problems. We state the first complete characterization for the case when the number of possible integer assignments is finite. We develop a characterization for the more general case of unbounded integer variables together with a simple necessary condition for re...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Automatica
سال: 2010
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2010.06.015