Turnpike Properties in Discrete-Time Mixed-Integer Optimal Control
Systems and Control
2020-02-07 v1 Systems and Control
Optimization and Control
Abstract
This note discusses properties of parametric discrete-time Mixed-Integer Optimal Control Problems (MIOCPs) as they often arise in mixed-integer NMPC. We argue that in want for a handle on similarity properties of parametric MIOCPs the classical turnpike notion from optimal control is helpful. We provide sufficient turnpike conditions based on a dissipativity notion of MIOCPs, and we show that the turnpike property allows specific and accurate guesses for the integer-valued controls. 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.
Cite
@article{arxiv.2002.02049,
title = {Turnpike Properties in Discrete-Time Mixed-Integer Optimal Control},
author = {Timm Faulwasser and Alexander Murray},
journal= {arXiv preprint arXiv:2002.02049},
year = {2020}
}