Towards global solutions of optimal discrete‐valued control problems |
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Authors: | Siew Fang Woon Volker Rehbock Ryan Loxton |
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Institution: | 1. Physical Sciences, College of Arts and Sciences, Universiti Utara Malaysia, , Sintok, 06010 Kedah, Malaysia;2. Department of Mathematics and Statistics, Curtin University, , Perth, WA, 6845 Australia |
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Abstract: | This paper proposes a new heuristic approach for solving optimal discrete‐valued control problems. We illustrate the approach with an existing hybrid power system model. The problem of choosing an operating schedule to minimize generator, battery, and switching costs is first posed as a mixed discrete dynamic optimization problem. Then, a discrete filled function method is employed in conjunction with a computational optimal control technique to solve this problem. Computational results indicate that this approach is robust, efficient, and can successfully identify a near‐global solution for this complex applied optimization problem despite the presence of multiple local optima. Copyright © 2011 John Wiley & Sons, Ltd. |
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Keywords: | optimal control hybrid power system global optimization discrete filled function mixed discrete optimization |
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