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A variable time transformation method for mixed‐integer optimal control problems
Authors:Matthias Gerdts
Abstract:The article discusses a variable time transformation method for the approximate solution of mixed‐integer non‐linear optimal control problems (MIOCP). Such optimal control problems enclose real‐valued and discrete‐valued controls. The method transforms MIOCP using a discretization into an optimal control problem with only real‐valued controls. The latter can be solved efficiently by direct shooting methods. Numerical results are obtained for a problem from automobile test‐driving that involves a discrete‐valued control for the gear shift of the car. The results are compared to those obtained by Branch&Bound and show a drastic reduction of computation time. This very good performance makes the suggested method applicable even for many discretization points. Copyright © 2006 John Wiley & Sons, Ltd.
Keywords:optimal control  mixed‐integer non‐linear programming  direct discretization method
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