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A Preprocessing Algorithm for MIQP Solvers with Applications to MPC
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.ORCID iD: 0000-0001-6957-2603
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2004 (English)In: Proceeding of Reglermöte 2004, 2004Conference paper, Published paper (Other academic)
Abstract [en]

In this paper a preprocessing algorithm for unconstrained mixed integer quadratic programming problems and binary quadratic programming problems is presented. The algorithm applies to problems with certain properties, which are further described in the paper. When the algorithm is applied to a problem with these properties, the optimal value for some or all integer variables can be computed without approximations in polynomial time. The algorithm is first derived for the binary quadratic programming problem and the result is then extended to the mixed integer quadratic programming problem by transforming the latter problem into the first problem. Both mentioned quadratic programming problems have several important applications. In this paper, the focus is on model predictive control problems with both real-valued and binary control signals. As an illustration of the method, the algorithm is applied to two different problems of this type.

Place, publisher, year, edition, pages
2004.
Keyword [en]
Predictive control, Integer programming, Quadratic programming
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-22548Local ID: 1811OAI: oai:DiVA.org:liu-22548DiVA: diva2:242861
Conference
Reglermöte 2004, Göteborg, Sweden, May, 2004
Available from: 2009-10-07 Created: 2009-10-07 Last updated: 2016-08-31

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Axehill, DanielHansson, Anders

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