Approximation properties of sum-up rounding in the presence of vanishing constraints
Author(s) -
Paul Manns,
Christian Kirches,
Felix Lenders
Publication year - 2020
Publication title -
mathematics of computation
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.95
H-Index - 103
eISSN - 1088-6842
pISSN - 0025-5718
DOI - 10.1090/mcom/3606
Subject(s) - rounding , mathematics , calculus (dental) , computer science , operating system , medicine , dentistry
Approximation algorithms like sum-up rounding that allow to compute integer-valued approximations of the continuous controls in a weak∗ sense have attracted interest recently. They allow to approximate (optimal) feasible solutions of continuous relaxations of mixed-integer control problems (MIOCPs) with integer controls arbitrarily close. To this end, they use compactness properties of the underlying state equation, a feature that is tied to the infinite-dimensional vantage point. In this work, we consider a class of MIOCPs that are constrained by pointwise mixed state-control constraints. We show that a continuous relaxation that involves so-called vanishing constraints has beneficial properties for the described approximation methodology. Moreover, we complete recent work on a variant of the sum-up rounding algorithm for this problem class. In particular, we prove that the observed infeasibility of the produced integer-valued controls vanishes in an L∞-sense with respect to the considered relaxation. Moreover, we improve the bound on the control approximation error to a value that is asymptotically tight.
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