Implementation of Mixed-integer Programming on Embedded System

Abstract

One of the most widespread modern control strategies is the discrete-time Model Predictive Control (MPC) method which requires the solution of the quadratic programming problem. For systems with binary input variables the quadratic problem is replaced by more challenging Mixed-Integer Quadratic Programming (MIQP) problem. The objective of this work is the implementation of MIQP problem solver in a low power embedded computing platform with limited computational power and limited memory. The MIQP problem is solved using branch-and-bound method and the solution of the relaxed original quadratic problems with equality and inequality constraints solved in the nodes of a binary tree is found with interior-point algorithm. A simulation study of the reserve constrained economic dispatch problem for power generators with prohibited zones is presented. Simulation results show the applicability of the proposed solver for small size MIQP problems.