Direct methods with maximal lower bound for mixed-integer optimal control problems

  title={Direct methods with maximal lower bound for mixed-integer optimal control problems},
  author={Sebastian Sager and Hans Georg Bock and Gerhard Reinelt},
  journal={Math. Program.},
Many practical optimal control problems include discrete d ecisions. These may be either time–independent parameters or time–de p n nt control functions as gears or valves that can only take discrete values at any given time. While great progress has been achieved in the solution of optimiza tion problems involving integer variables, in particular mixed–integer linear programs, as well as in continuous optimal control problems, the combination of th e two is yet an open field of research. We… CONTINUE READING
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