TR2019-050
A Structure Exploiting Branch-and-Bound Algorithm for Mixed-Integer Model Predictive Control
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- "A Structure Exploiting Branch-and-Bound Algorithm for Mixed-Integer Model Predictive Control", European Control Conference (ECC), DOI: 10.23919/ECC.2019.8796242, June 2019, pp. 2763-2768.BibTeX TR2019-050 PDF
- @inproceedings{Hespanhol2019jun,
- author = {Hespanhol, Pedro and Quirynen, Rien and Di Cairano, Stefano},
- title = {A Structure Exploiting Branch-and-Bound Algorithm for Mixed-Integer Model Predictive Control},
- booktitle = {European Control Conference (ECC)},
- year = 2019,
- pages = {2763--2768},
- month = jun,
- doi = {10.23919/ECC.2019.8796242},
- url = {https://www.merl.com/publications/TR2019-050}
- }
,
- "A Structure Exploiting Branch-and-Bound Algorithm for Mixed-Integer Model Predictive Control", European Control Conference (ECC), DOI: 10.23919/ECC.2019.8796242, June 2019, pp. 2763-2768.
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Research Areas:
Abstract:
Mixed-integer model predictive control (MI-MPC) requires the solution of a mixed-integer quadratic program (MIQP) at each sampling instant under strict timing constraints, where part of the state and control variables can only assume a discrete set of values. Several applications in automotive, aerospace and hybrid systems are practical examples of how such discrete-valued variables arise. We utilize the sequential nature and the problem structure of MI-MPC in order to provide a branch-and-bound algorithm that can exploit not only the block-sparse optimal control structure of the problem but that can also be warm started by propagating information from branch-and-bound trees and solution paths at previous time steps. We illustrate the computational performance of the proposed algorithm and compare against current state-of-the-art solvers for a standard hybrid MPC case study, based on a preliminary implementation in MATLAB and C code.
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