{"title":"约束消失情况下求和舍入的近似性质","authors":"Paul Manns, C. Kirches, F. Lenders","doi":"10.1090/mcom/3606","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":18301,"journal":{"name":"Math. Comput. Model.","volume":"4058 2 1","pages":"1263-1296"},"PeriodicalIF":0.0000,"publicationDate":"2020-10-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":"{\"title\":\"Approximation properties of sum-up rounding in the presence of vanishing constraints\",\"authors\":\"Paul Manns, C. Kirches, F. Lenders\",\"doi\":\"10.1090/mcom/3606\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":18301,\"journal\":{\"name\":\"Math. Comput. Model.\",\"volume\":\"4058 2 1\",\"pages\":\"1263-1296\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-10-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"6\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Math. Comput. Model.\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1090/mcom/3606\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Math. Comput. Model.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1090/mcom/3606","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.