Abstract
The article discusses the application of the branch&bound method to a mixed integer non-linear optimization problem (MINLP) arising from a discretization of an optimal control problem with partly discrete control set. The optimal control problem has its origin in automobile test-driving, where the car model involves a discrete-valued control function for the gear shift. Since the number of variables in (MINLP) grows with the number of grid points used for discretization of the optimal control problem, the example from automobile test-driving may serve as a benchmark problem of scalable complexity. Reference solutions are computed numerically for two different problem sizes. A simple heuristic approach suitable for optimal control problems is suggested that reduces the computational amount considerably, though it cannot guarantee optimality anymore. Copyright © 2005 John Wiley & Sons, Ltd.
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