论文标题

混合构成路径稳定的优化,并在供水系统的模型预测控制中应用

Mixed-Integer Path-Stable Optimisation, with Applications in Model-Predictive Control of Water Systems

论文作者

Baayen, Jorn, Marecek, Jakub

论文摘要

许多系统表现出连续和离散动力学的混合物。我们考虑了一个混合企业非凸的家族,在对此类系统的最佳控制下,获得的非线性优化问题。对于这个家庭而言,分支机构结合的算法将离散的问题解决了全球最优性。 例如,我们考虑水系统,其中流量的变化和水位的变化是连续的,而与固定速度泵有关的决策以及可能打开和关闭的大门是否是离散的。我们表明,相关的最佳控制问题来自我们介绍的家庭 - 并实施具有全球融合保证的确定求解器。

Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a branch-and-bound algorithm solves the discretised problem to global optimality. As an example, we consider water systems, where variations in flow and variations in water levels are continuous, while decisions related to fixed-speed pumps and whether gates that may be opened and closed are discrete. We show that the related optimal-control problems come from the family we introduce -- and implement deterministic solvers with global convergence guarantees.

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