Applications of Integer Quadratic Programming in Control and Communication
2005 (English)Licentiate thesis, monograph (Other academic)
The main topic of this thesis is integer quadratic programming with applications to problems arising in the areas of automatic control and communication. One of the most widespread modern control principles is the discrete-time method Model Predictive Control (MPC). The main advantage with MPC, compared to most other control principles, is that constraints on control signals and states can easily be handled. In each time step, MPC requires the solution of a Quadratic Programming (QP) problem. To be able to use MPC for large systems, and at high sampling rates, optimization routines tailored for MPC are used. In recent years, the range of application of MPC has been extended from constrained linear systems to so-called hybrid systems. Hybrid systems are systems where continuous dynamics interact with logic. When this extension is made, binary variables are introduced in the problem. As a consequence, the QP problem has to be replaced by a far more challenging Mixed Integer Quadratic Programming (MIQP) problem. Generally, for this type of optimization problems, the computational complexity is exponential in the number of binary optimization variables. In modern communication systems, multiple users share a so-called multi-access channel, where the information sent by different users is separated by using almost orthogonal codes. Since the codes are not completely orthogonal, the decoded information at the receiver is slightly correlated between different users. Further, noise is added during the transmission. To estimate the information originally sent, a maximum likelihood problem involving binary variables is solved. The process of simultaneously estimating the information sent by multiple users is called multiuser detection. In this thesis, the problem to efficiently solve MIQP problems originating from MPC is addressed. Two different algorithms are presented. First, a polynomial complexity preprocessing algorithm for binary quadratic programming problems is presented. By using the algorithm, some, or all, binary variables can be computed efficiently already in the preprocessing phase. In simulations, the algorithm is applied to unconstrained MPC problems with a mixture of real and binary control signals. It has also been applied to the multiuser detection problem, where simulations have shown that the bit error rate can be significantly reduced by using the proposed algorithm as compared to using common suboptimal algorithms. Second, an MIQP algorithm tailored for MPC is presented. The algorithm uses a branch and bound method where the relaxed node problems are solved by a dual active set QP algorithm. In this QP algorithm, the KKT-systems are solved using Riccati recursions in order to decrease the computational complexity. Simulation results show that both the QP solver and the MIQP solver proposed have lower computational complexity than corresponding generic solvers.
Place, publisher, year, edition, pages
Institutionen för systemteknik , 2005. , 115 p.
Linköping Studies in Science and Technology. Thesis, ISSN 0280-7971 ; 1218
Optimization, Model Predictive Control, CDMA, Quadratic Programming, Mixed Integer Quadratic Programming, Dual active set methods, Riccati recursion, Branch and bound
IdentifiersURN: urn:nbn:se:liu:diva-5263ISBN: 91-85457-90-6OAI: oai:DiVA.org:liu-5263DiVA: diva2:21239
2005-12-06, Visionen, Hus B, Campus Valla, Linköpings universitet, Linköping, 10:15 (English)
Report code: LiU-TEK-LIC-2005:71.2005-12-232005-12-232016-08-31