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A flow model based on polylinking system
Authors:Michel X. Goemans  Satoru Iwata  Rico Zenklusen
Affiliation:1. Interdisciplinary Center for Scientific Computing, University Heidelberg, Heidelberg, Germany
2. Optimization in Engineering Center, K.U. Leuven, Leuven, Belgium
Abstract:We extend recent work on nonlinear optimal control problems with integer restrictions on some of the control functions (mixed-integer optimal control problems, MIOCP). We improve a theorem (Sager et?al. in Math Program 118(1): 109–149, 2009) that states that the solution of a relaxed and convexified problem can be approximated with arbitrary precision by a solution fulfilling the integer requirements. Unlike in previous publications the new proof avoids the usage of the Krein-Milman theorem, which is undesirable as it only states the existence of a solution that may switch infinitely often. We present a constructive way to obtain an integer solution with a guaranteed bound on the performance loss in polynomial time. We prove that this bound depends linearly on the control discretization grid. A numerical benchmark example illustrates the procedure. As a byproduct, we obtain an estimate of the Hausdorff distance between reachable sets. We improve the approximation order to linear grid size h instead of the previously known result with order ${sqrt{h}}$ (H?ckl in Reachable sets, control sets and their computation, augsburger mathematisch-naturwissenschaftliche schriften. Dr. Bernd Wi?ner, Augsburg, 1996). We are able to include a Special Ordered Set condition which will allow for a transfer of the results to a more general, multi-dimensional and nonlinear case compared to the Theorems in Pietrus and Veliov in (Syst Control Lett 58:395–399, 2009).
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