Applications of Integer Quadratic Programming





    The main topic of this thesis is integer quadratic programming with applications to prob-
    lems arising in the areas of automatic control and communication. One of the most
    widespread modern control principles is the discrete-time method Model Predictive Con-
    trol (MPC). The main advantage with MPC, compared to most other control principles,
    is that constraints on control signals and states can easily be handled. In each time step,
    MPC requires the solution of a Quadratic Programming (QP) problem. To be able to
    use MPC for large systems, and at high sampling rates, optimization routines tailored for
    MPC are used. In recent years, the range of application of MPC has been extended from
    constrained linear systems to so-called hybrid systems. Hybrid systems are systems where
    continuous dynamics interact with logic. When this extension is made, binary variables
    are introduced in the problem. As a consequence, the QP problem has to be replaced by
    a far more challenging Mixed Integer Quadratic Programming (MIQP) problem. Gener-
    ally, for this type of optimization problems, the computational complexity is exponential
    in the number of binary optimization variables. In modern communication systems, mul-
    tiple users share a so-called multi-access channel, where the information sent by different
    users is separated by using almost orthogonal codes. Since the codes are not completely
    orthogonal, the decoded information at the receiver is slightly correlated between differ-
    ent users. Further, noise is added during the transmission. To estimate the information originally sent, a maximum likelihood problem involving binary variables is solved. The
    process of simultaneously estimating the information sent by multiple users is called mul-
    tiuser detection. In this thesis, the problem to efficiently solveMIQP problems originating
    fromMPC is addressed. Two different algorithms are presented. First, a polynomial com-
    plexity preprocessing algorithm for binary quadratic programming problems is presented.
    By using the algorithm, some, or all, binary variables can be computed efficiently already
    in the preprocessing phase. In simulations, the algorithm is applied to unconstrainedMPC
    problems with a mixture of real and binary control signals. It has also been applied to the
    multiuser detection problem, where simulations have shown that the bit error rate can
    be significantly reduced by using the proposed algorithm as compared to using common
    suboptimal algorithms. Second, an MIQP algorithm tailored for MPC is presented. The
    algorithm uses a branch and bound method where the relaxed node problems are solved
    by a dual active set QP algorithm. In this QP algorithm, the KKT-systems are solved using
    Riccati recursions in order to decrease the computational complexity. Simulation results
    show that both the QP solver and the MIQP solver proposed have lower computational
    complexity than corresponding generic solvers.


    Title
    Subtitle
    Author
    Publisher
    Pages
    Year
    ISBN
    Content
    Link1 Download
    Link2

    Genre: »