On Perspective Functions and Vanishing Constraints in Mixed-Integer Nonlinear Optimal Control [chapter]

Michael N. Jung, Christian Kirches, Sebastian Sager
2013 Facets of Combinatorial Optimization  
Logical implications appear in a number of important mixed-integer nonlinear optimal control problems (MIOCPs). Mathematical optimization offers a variety of different formulations that are equivalent for boolean variables, but result in different relaxations. In this article we give an overview over a variety of different modeling approaches, including outer versus inner convexification, generalized disjunctive programming, and vanishing constraints. In addition to the tightness of the
more » ... ve relaxations, we also address the issue of constraint qualification and the behavior of computational methods for some formulations. As a benchmark, we formulate a truck cruise control problem with logical implications resulting from gearchoice specific constraints. We provide this benchmark problem in AMPL format along with different realistic scenarios. Computational results for this benchmark are used to investigate feasibility gaps, integer feasibility gaps, quality of local solutions, and well-behavedness of numerical methods for the presented reformulations of the benchmark problem. Vanishing constraints give the most satisfactory results.
doi:10.1007/978-3-642-38189-8_16 fatcat:h7ykdvpiafeszn3ycgqpxdhxue