Mixed integer optimal compensation

Decompositions and mean-field approximations

Dario Bauso, Quanyan Zhu, Tamer Basar

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Mixed integer optimal compensation deals with optimizing integer- and real-valued control variables to compensate disturbances in dynamic systems. The mixed integer nature of controls might be a cause of intractability for instances of larger dimensions. To tackle this issue, we propose a decomposition method which turns the original n-dimensional problem into n independent scalar problems of lot sizing form. Each scalar problem is then reformulated as a shortest path one and solved through linear programming over a receding horizon. This last reformulation step mirrors a standard procedure in mixed integer programming. We apply the decomposition method to a mean-field coupled multi-agent system problem, where each agent seeks to compensate a combination of the exogenous signal and the local state average. We discuss a large population mean-field type of approximation as well as the application of predictive control methods.

Original languageEnglish (US)
Title of host publication2012 American Control Conference, ACC 2012
Pages2663-2668
Number of pages6
StatePublished - 2012
Event2012 American Control Conference, ACC 2012 - Montreal, QC, Canada
Duration: Jun 27 2012Jun 29 2012

Other

Other2012 American Control Conference, ACC 2012
CountryCanada
CityMontreal, QC
Period6/27/126/29/12

Fingerprint

Decomposition
Integer programming
Multi agent systems
Linear programming
Dynamical systems
Compensation and Redress

ASJC Scopus subject areas

  • Electrical and Electronic Engineering

Cite this

Bauso, D., Zhu, Q., & Basar, T. (2012). Mixed integer optimal compensation: Decompositions and mean-field approximations. In 2012 American Control Conference, ACC 2012 (pp. 2663-2668). [6315277]

Mixed integer optimal compensation : Decompositions and mean-field approximations. / Bauso, Dario; Zhu, Quanyan; Basar, Tamer.

2012 American Control Conference, ACC 2012. 2012. p. 2663-2668 6315277.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Bauso, D, Zhu, Q & Basar, T 2012, Mixed integer optimal compensation: Decompositions and mean-field approximations. in 2012 American Control Conference, ACC 2012., 6315277, pp. 2663-2668, 2012 American Control Conference, ACC 2012, Montreal, QC, Canada, 6/27/12.
Bauso D, Zhu Q, Basar T. Mixed integer optimal compensation: Decompositions and mean-field approximations. In 2012 American Control Conference, ACC 2012. 2012. p. 2663-2668. 6315277
Bauso, Dario ; Zhu, Quanyan ; Basar, Tamer. / Mixed integer optimal compensation : Decompositions and mean-field approximations. 2012 American Control Conference, ACC 2012. 2012. pp. 2663-2668
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