Difference between revisions of "Category:Outer convexification"

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For time-dependent and space- independent integer controls often another formulation is beneficial, e.g., <bibref>Kirches2010</bibref>. For every element <math>v^i</math> of <math>\Omega</math> a binary control function <math>\omega_i(\cdot)</math> is introduced.  
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For time-dependent and space- independent integer controls often another formulation is beneficial, e.g., <bib id="Kirches2010" />. For every element <math>v^i</math> of <math>\Omega</math> a binary control function <math>\omega_i(\cdot)</math> is introduced.  
  
 
The general equation  
 
The general equation  
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there is a bijection between every feasible integer function <math>v(\cdot) \in \Omega</math> and an appropriately chosen binary function <math>\omega(\cdot) \in \{0,1\}^{n_{\omega}}</math>, compare <bibref>Sager2009</bibref>. The relaxation of <math>\omega(t) \in \{0,1\}^{n_{\omega}}</math> is given by <math>\omega(t) \in [0,1]^{n_{\omega}}</math>. We will refer to the two constraints as {\it outer convexification} of the original model.
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there is a bijection between every feasible integer function <math>v(\cdot) \in \Omega</math> and an appropriately chosen binary function <math>\omega(\cdot) \in \{0,1\}^{n_{\omega}}</math>, compare <bib id="Sager2009" />. The relaxation of <math>\omega(t) \in \{0,1\}^{n_{\omega}}</math> is given by <math>\omega(t) \in [0,1]^{n_{\omega}}</math>. We will refer to the two constraints as ''outer convexification'' <bib id="Sager2005" /> of the original model.
 
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== References ==
 
== References ==
<bibreferences/>
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<biblist />
  
 
[[Category:Model characterization]]
 
[[Category:Model characterization]]

Latest revision as of 12:10, 23 January 2016

For time-dependent and space- independent integer controls often another formulation is beneficial, e.g., [Kirches2010]Author: C. Kirches; S. Sager; H.G. Bock; J.P. Schl\"oder
Journal: Optimal Control Applications and Methods
Month: March/April
Number: 2
Pages: 137--153
Title: Time-optimal control of automobile test drives with gear shifts
Url: http://mathopt.de/PUBLICATIONS/Kirches2010.pdf
Volume: 31
Year: 2010
Link to Google Scholar
. For every element v^i of \Omega a binary control function \omega_i(\cdot) is introduced.

The general equation


0 = F[x,u,v(t)]

can then be written as


0 = \sum_{i=1}^{n_{\omega}} F[x,u,v^i] \; \omega_i (t),  \;\;\;\; t \in [0, t_f].

If we impose the special ordered set type one condition


\sum_{i=1}^{n_{\omega}} \omega_i (t) = 1,  \;\;\;\; t \in [0, t_f],

there is a bijection between every feasible integer function v(\cdot) \in \Omega and an appropriately chosen binary function \omega(\cdot) \in \{0,1\}^{n_{\omega}}, compare [Sager2009]Author: Sager, S.; Reinelt, G.; Bock, H.G.
Journal: Mathematical Programming
Number: 1
Pages: 109--149
Title: Direct Methods With Maximal Lower Bound for Mixed-Integer Optimal Control Problems
Url: http://mathopt.de/PUBLICATIONS/Sager2009.pdf
Volume: 118
Year: 2009
Link to Google Scholar
. The relaxation of \omega(t) \in \{0,1\}^{n_{\omega}} is given by \omega(t) \in [0,1]^{n_{\omega}}. We will refer to the two constraints as outer convexification [Sager2005]Address: Tönning, Lübeck, Marburg
Author: S. Sager
Editor: ISBN 3-89959-416-9
Publisher: Der andere Verlag
Title: Numerical methods for mixed--integer optimal control problems
Url: http://mathopt.de/PUBLICATIONS/Sager2005.pdf
Year: 2005
Link to Google Scholar
of the original model.

References

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Pages in category "Outer convexification"

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