Title :
An efficient algorithm for mixed integer semidefinite optimisation
Author :
Rowe, Camile ; Maciejowski, Jan
Author_Institution :
Dept. of Eng., Cambridge Univ., UK
Abstract :
The aim of this paper is to propose an efficient algorithm for mixed integer semidefinite optimisation (MISDP). MISDP is applicable to robust predictive control of hybrid/piecewise affine systems. The algorithm presented here will extend current methods for convex differentiable mixed integer optimisation to the convex but non-differentiable MISDP case by making use of previous results which transform the non-smooth semidefinite constraint to a set of smooth convex inequalities.
Keywords :
optimisation; predictive control; robust control; MISDP; convex differentiable mixed integer optimisation; convex nondifferentiable mixed integer optimisation; efficient algorithm; hybrid affine systems; mixed integer semidefinite optimisation; nonsmooth semidefinite constraint; piecewise affine systems; robust predictive control; smooth convex inequalities set; Approximation algorithms; Constraint optimization; Discrete transforms; Mathematical model; Power engineering and energy; Power system modeling; Predictive control; Predictive models; Robust control; Symmetric matrices;
Conference_Titel :
American Control Conference, 2003. Proceedings of the 2003
Print_ISBN :
0-7803-7896-2
DOI :
10.1109/ACC.2003.1242470
