约束消失情况下求和舍入的近似性质

Paul Manns, C. Kirches, F. Lenders
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引用次数: 6

摘要

近似算法,如求和四舍五入,允许在弱*意义上计算连续控制的整数值近似,最近引起了人们的兴趣。它们允许近似(最优)可行解的连续松弛的混合整数控制问题(miocp)与整数控制任意接近。为此,他们使用了底层状态方程的紧致性,这是一个与无限维优势点相关的特征。在这项工作中,我们考虑了一类受点混合状态控制约束的miocp。我们证明了涉及所谓消失约束的连续松弛对所描述的近似方法具有有益的性质。此外,我们还完成了针对该问题类的求和舍入算法的一种变体的最新工作。特别地,我们证明了对于所考虑的松弛,所产生的整值控制在L∞意义上的不可行性消失。此外,我们改进了控制近似误差的界,使之成为一个渐近紧的值。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Approximation properties of sum-up rounding in the presence of vanishing constraints
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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