Optimistic optimization for model predictive control of max-plus linear systems


Reference:
J. Xu, T. van den Boom, and B. De Schutter, "Optimistic optimization for model predictive control of max-plus linear systems," Automatica, vol. 74, pp. 16-22, Dec. 2016.

Abstract:
Model predictive control for max-plus linear discrete-event systems usually leads to a nonsmooth nonconvex optimization problem with real valued variables, which may be hard to solve efficiently. An alternative approach is to transform the given problem into a mixed integer linear programming problem. However, the computational complexity of current mixed integer linear programming algorithms increases in the worst case exponentially as a function of the prediction horizon. The focus of this paper is on making optimistic optimization suited to solve the given problem. Optimistic optimization is a class of algorithms that can find an approximation of the global optimum for general nonlinear optimization. A key advantage of optimistic optimization is that one can specify the computational budget in advance and guarantee bounds on the suboptimality with respect to the global optimum. We prove that optimistic optimization can be applied for the given problem by developing a dedicated semi-metric and by proving it satisfies the necessary requirements for optimistic optimization. Moreover, we show that the complexity of optimistic optimization is exponential in the control horizon instead of the prediction horizon. Hence, using optimistic optimization is more efficient when the control horizon is small and the prediction horizon is large.


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Bibtex entry:

@article{Xuvan:16-012,
        author={J. Xu and T. van den Boom and B. {D}e Schutter},
        title={Optimistic optimization for model predictive control of max-plus linear systems},
        journal={Automatica},
        volume={74},
        pages={16--22},
        month=dec,
        year={2016},
        doi={10.1016/j.automatica.2016.07.002}
        }



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