Related papers: Dual Dynamic Programming for Multi-Scale Mixed-Int…
This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are updated simultaneously. MPC outperforms other control strategies…
Mixed-Integer Programming (MIP), particularly Mixed-Integer Linear Programming (MILP) and Mixed-Integer Quadratic Programming (MIQP), has found extensive applications in domains such as portfolio optimization and network flow control, which…
In this paper we formulate a dynamic mixed integer program for optimally zoning curbside parking spaces subject to transportation policy-inspired constraints and regularization terms. First, we illustrate how given some objective of curb…
This work solves suboptimal mixed-integer quadratic programs recursively for feedback control of dynamical systems. The proposed framework leverages parametric mixed-integer quadratic programming (MIQP) and hybrid systems theory to model a…
Increasingly volatile electricity prices make simultaneous scheduling optimization desirable for production processes and their energy systems. Simultaneous scheduling needs to account for both process dynamics and binary on/off-decisions…
For combinatorial optimization problems, model-based paradigms such as mixed-integer programming (MIP) and constraint programming (CP) aim to decouple modeling and solving a problem: the `holy grail' of declarative problem solving. We…
A conventional way to handle model predictive control (MPC) problems distributedly is to solve them via dual decomposition and gradient ascent. However, at each time-step, it might not be feasible to wait for the dual algorithm to converge.…
Mixed integer Model Predictive Control (MPC) problems arise in the operation of systems where discrete and continuous decisions must be taken simultaneously to compensate for disturbances. The efficient solution of mixed integer MPC…
We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…
Generalized Disjunctive Programming (GDP) provides an alternative framework to model optimization problems with both discrete and continuous variables. The key idea behind GDP involves the use of logical disjunctions to represent discrete…
We propose two novel numerical schemes for approximate implementation of the dynamic programming~(DP) operation concerned with finite-horizon, optimal control of discrete-time systems with input-affine dynamics. The proposed algorithms…
Almost climate neutral buildings are one of the core goals in terms of sustainability. Beside the support of the necessary design decisions for an integrated, interoperable, ecological and economical operation of building energy systems,…
In this paper, we propose novel mixed-integer linear programming (MIP) formulations to model decision problems posed as influence diagrams. We also present a novel heuristic that can be employed to warm start the MIP solver, as well as…
A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the prospect of scaling well by parallelizing computations…
It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…
This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…
Modern electric power systems have witnessed rapidly increasing penetration of renewable energy, storage, electrical vehicles and various demand response resources. The electric infrastructure planning is thus facing more challenges due to…
For combinatorial optimization problems, model-based approaches such as mixed-integer programming (MIP) and constraint programming (CP) aim to decouple modeling and solving a problem: the 'holy grail' of declarative problem solving. We…
Energy efficiency is one of the most critical design criteria for modern embedded systems such as multiprocessor system-on-chips (MPSoCs). Dynamic voltage and frequency scaling (DVFS) and dynamic power management (DPM) are two major…
We consider the problem of finding an n-agent joint-policy for the optimal finite-horizon control of a decentralized Pomdp (Dec-Pomdp). This is a problem of very high complexity (NEXP-hard in n >= 2). In this paper, we propose a new…