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Towards global solutions of optimal discrete‐valued control problems
Author(s) -
Woon Siew Fang,
Rehbock Volker,
Loxton Ryan
Publication year - 2011
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.1015
Subject(s) - mathematical optimization , schedule , computer science , heuristic , optimal control , discrete optimization , optimization problem , generator (circuit theory) , function (biology) , discrete time and continuous time , power (physics) , mathematics , physics , statistics , quantum mechanics , evolutionary biology , biology , operating system
SUMMARY 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. Copyright © 2011 John Wiley & Sons, Ltd.