Towards global solutions of optimal discrete-valued control problems

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 discre...

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Main Authors: Woon, S., Rehbock, Volker, Loxton, Ryan
Format: Journal Article
Published: John Wiley and Sons, Ltd. 2012
Subjects:
Online Access:http://hdl.handle.net/20.500.11937/42338
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author Woon, S.
Rehbock, Volker
Loxton, Ryan
author_facet Woon, S.
Rehbock, Volker
Loxton, Ryan
author_sort Woon, S.
building Curtin Institutional Repository
collection Online Access
description 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.
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institution Curtin University Malaysia
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publishDate 2012
publisher John Wiley and Sons, Ltd.
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spelling curtin-20.500.11937-423382017-09-13T15:59:40Z Towards global solutions of optimal discrete-valued control problems Woon, S. Rehbock, Volker Loxton, Ryan mixed discrete optimization optimal control global optimization hybrid power system discrete filled function 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. 2012 Journal Article http://hdl.handle.net/20.500.11937/42338 10.1002/oca.1015 John Wiley and Sons, Ltd. restricted
spellingShingle mixed discrete optimization
optimal control
global optimization
hybrid power system
discrete filled function
Woon, S.
Rehbock, Volker
Loxton, Ryan
Towards global solutions of optimal discrete-valued control problems
title Towards global solutions of optimal discrete-valued control problems
title_full Towards global solutions of optimal discrete-valued control problems
title_fullStr Towards global solutions of optimal discrete-valued control problems
title_full_unstemmed Towards global solutions of optimal discrete-valued control problems
title_short Towards global solutions of optimal discrete-valued control problems
title_sort towards global solutions of optimal discrete-valued control problems
topic mixed discrete optimization
optimal control
global optimization
hybrid power system
discrete filled function
url http://hdl.handle.net/20.500.11937/42338