Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control (eBook, PDF)

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Current industrial practice knows many optimization tasks that can be cast as mixed-integer optimal control problems. Due to the combinatorial character of these problems, the computation of optimal solutions under real-time constraints is still a demanding challenge. Starting with Bock's direct multiple shooting method for optimal control, Christian Kirches develops a fast numerical algorithm of wide applicability that efficiently solves mixed-integer nonlinear optimal control problems. He uses convexification and relaxation techniques to obtain computationally tractable reformulations for wh...

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