Early Termination of Convex QP Solvers in Mixed-Integer Programming for Real-Time Decision Making

Abstract

The branch-and-bound optimization algorithm for mixed-integer model predictive control (MI-MPC) solves several convex quadratic program relaxations, but often the solutions are discarded based on already known integer feasible solutions. This letter presents a projection and early termination strategy for infeasible interior point methods to reduce the computational effort of finding a globally optimal solution for MI-MPC. The method is shown to be also effective for infeasibility detection of the convex relaxations. We present numerical simulation results with a reduction of the total number of solver iterations by 42% for an MI-MPC example of decision making for automated driving with obstacle avoidance constraints.