A Preprocessing Algorithm for MIQP solvers with Applications to MPC
2004 (English)Report (Other academic)
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
Linköping: Linköping University Electronic Press, 2004. , 8 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2607
Predictive control, Integer programming, Quadratic programming
IdentifiersURN: urn:nbn:se:liu:diva-55986ISRN: LiTH-ISY-R, 2607OAI: oai:DiVA.org:liu-55986DiVA: diva2:316748