Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints

Abstract We consider mixed-integer optimal control problems with combinatorial constraints that couple over time such as minimum dwell times. analyze a lifting and decomposition approach into problem without for the in space. Both can be solved very efficiently existing methods outer convexification sum-up-rounding strategies linear programming techniques. The coupling is handled using penalty-approach. provide an exactness result penalty which yields solution convergences to partial minima. compare quality of these dedicated points those other heuristics amongst academic example also optimization electric transmission lines switching network topology flow reallocation order satisfy demands.