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Optimization of Discrete‐Continuous Dynamic Systems Based on Disjunctive Programming
Author(s) -
Oldenburg Jan,
Marquardt Wolfgang
Publication year - 2005
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.200510014
Subject(s) - mathematical optimization , representation (politics) , computer science , discrete optimization , integer programming , process (computing) , optimization problem , dynamic programming , continuous optimization , mathematics , multi swarm optimization , politics , political science , law , operating system
In this contribution, a novel approach for the modeling and optimization of discrete‐continuous dynamic systems based on a disjunctive problem formulation is proposed. It will be shown that a disjunctive model representation, which constitutes an alternative to mixed‐integer model formulations, provides a very flexible and intuitive way to formulate discrete‐continuous dynamic optimization problems. Moreover, the structure and properties of the disjunctive process models can be exploited for an efficient and robust numerical solution by applying generalized disjunctive programming techniques. The proposed modeling and optimization approach will be illustrated by means of an optimal control problem that embeds a linear discretecontinuous dynamic system. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)