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Abstract This paper is concerned with the improved constraints handling in mixed-integer optimization problems. The
novel element is the reduction of the number of binary variables
used for expressing the complement of a convex (polytopic)
region. As a generalization, the problem of representing the
complement of a possibly non-connected union of such convex
sets is detailed. In order to illustrate the benefits of the proposed
improvements, a practical implementation, the problem of obstacle avoidance using receding horizon optimization techniques
is considered.
I. I NTRODUCTION
Problems like path following with obstacle and collision
avoidance are relevant in many applications involving the
control of cooperative systems. A popular framework for
the treatment of such decision problems is Mixed-IntegerProgramming (MIP), described in [1]. MIP has the ability
to include non-convex constraints and discrete decisions in
the optimization problem. For example, the evolution of
a dynamical system in an environment presenting obstacle
can be modeled in terms of a non-convex feasible region
which can be further expressed through the use of binary
decision variables, [2]. Reference like [3] detail the use of
MIP for off-line trajectory design with collision avoidance
constraints. In [4], the authors used the combination of MIP
and Model Predictive Control (MPC) to stabilize general
hybrid systems around equilibrium points. [5] applied MIP
in a predictive control framework to plan short trajectories
around nearby obstacles. The mixed-integer formulation has
also proven to be useful for cooperative reconnaissance [6],
path planning, [7] and air traffic management [8]. Another
interesting application approach was reported in [9] where
a feasible reference signal which permits set membership
testing for fault detection was computed over a non-convex
region leading to a MIP formulation.
MIP, despite its modeling capabilities and the availability of good solvers has serious numerical drawbacks. As
stated in [10], mixed-integer techniques are NP-hard, i.e.
the computational complexity will increase in an exponential
relation to the number of binary variables used in the problem
formulation. This highlights the importance of reducing the
number of binary variables. Due to the negative influence
of the increase of binary variables there are a few attempts
in the literature to reduce their number. In [7] an iterative
method for including the obstacles in the best path generation
is provided. Other works, like [11], consider a predefined
path constrained by a sequence of convex sets. In all of
a SUPELEC Systems Sciences (E3S) - Automatic Control
Department, Gif sur Yvette, France {florin.stoican, ionela.prodan,
sorin.olaru}@supelec.fr, b SUPELEC - CNRS - Laboratory of Signal and
Systems, Gif sur Yvette, France, ionela.prodan@lss.supelec.fr
1898
P = {x Rn : hi x ki ,
i = 1, . . . , N }
(1)
(2)
(3)
hi x
{x :
ki }
(4)
{x : hi x ki }
(5)
with i = 1, . . . , N .
The non-convex region C(P ), denoted by (2), may be
described as an union of regions that cover all space except
P:
[
C(P ) = R (Hi ), i = 1, . . . , N.
(6)
i
ki + M i ,
N 1
i = 1...N
(7)
(1 , . . . , N0 ) , {0, 1}
(11)
(8)
i=1
N0
X
aik k .
(12)
k=1
(9)
to each region R
i . Note that this association is not unique,
and various possibilities can be considered: in the following,
unless otherwise specified, the tuples will be appointed in
lexicographical order.
The problem of finding a mapping in which describes region R
i reduces then to finding the coefficients
ai0 , ai1 , . . . , aiN0 for which i = 0 for the associated
tuple and i = 1 everywhere else. This translates into the
following conditions for any i , j {0, 1}N0 :
N0
P
aik ik = 0
ai0 +
k=1
(14)
N0
P
ai0 +
aik jk 1, j 6= i
k=1
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1
0
1
1
0 1 x1
(17)
1
1
0 x2
1
1
0
h2 x k2
21 , 22 = (0, 1)
a0
a2
(21 , 22 )
0 1
1 + M (
1 + 2 )
1
x1 1 + M (1 1 + 2 )
1
1 + M (1 + 1 2 )
0 x2
1 + M (2 1 2 )
1
0
A. Interdicted tuples
1900
i=0
log2 Nint 1
Nhyp =
bi log2 N 1
(19)
l (1)h1 x l (1)k1 + M l
..
.
l (N )hN x l (N )kN + M l
..
.
i=0
CX (P) = cl(X \ P)
K
Tl
R+ (Hkl ) and N ,
kl =1
(20)
Kl .
l=1,...,(N )
!N
\
l (i)
i=1
(23)
with condition
Al
{z
Al
(Hi )
l=(N )
l (N ) 1
(24)
l=1
(21)
hi x ki + M
l=1,...,(N )
l (i)=
hi x
ki + M
(25)
l
l=1,...,(N )
l (i)= +
..
.
where we used the fact that the cells of (21) use the same
half-spaces and thus they can be concatenated. The method
presented in [16] transforms an inequality with nonlinear
binary components into a set of inequalities with linear
binary components. However, this can be made only at the
expense of introducing additional binary variables.
In the following an illustrative example is provided in
terms of a region composed by two triangles considered as
obstacles. The hyperplane arrangement resulting from the 6
hyperplanes in the definition of triangles will lead, according
to (22), to (6) = 22 cells. In order to allocate a tuple to
each of these cells we require 5 binary variables.
As it can be seen in Figure 2 the interdicted regions are
described by 4 cells and there are 10 unallocated tuples
remaining. For a minimum number of separating hyperplanes
we position them, as discussed in Subsection III-A, on 3
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(0, 0, 0, 1, 0)
(0, 0, 0, 0, 1)
(0, 0, 0, 1, 1)
In fact, one can see that the MIP problem is now P-hard in
the number of QP subproblems.
In Section IV a method for describing in the MIP formalism of the complement of a possibly non-connected union
of polytopes was presented. The main drawback is that in
both classical and reduced formulation the problem depends
on the number of cells. Supposing the hyperplanes from
the hyperplane arrangement (21) are in random position we
obtain for formulation (23)(24) a complexity of order
O(2 (N ) lQP (N N d + 1))
and employing the techniques from Section III the complexity reduces to
O(2log2 (N ) lQP (N N d + 1)) = O((N ) lQP (N d+1 )).
(28)
Again, we observe that the MIP problem becomes P-hard in
the number QP subproblems.
3
4
5
(27)
(29)
T
arg min(k+N
|k P k+N |k +
u
N
1
X
T
k+l|k
Qk+l|k +
l=1
N
1
X
V. N UMERICAL CONSIDERATIONS
In this Section we will test the computation time improvements for our approach versus the standard technique
encountered in the literature. As previously mentioned, a
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subject to:
uTk+l|k Ruk+l|k )
l=0
0 0
0 0
1
0
0 0
0
0
1
, B = 01
(31)
A=
0 0
0
0
m
m
1
0 0
0
m
0 m
VII. C ONCLUSIONS
In this paper we present several remarks leading to computational improvements of the MIP techniques of solving
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