Skip to main content

Numerical Approaches Towards Bilevel Optimal Control Problems with Scheduling Tasks

  • Chapter
  • First Online:
Math for the Digital Factory

Part of the book series: Mathematics in Industry ((TECMI,volume 27))

Abstract

In this paper, we consider the problem of scheduling N robots interacting with a moving target. Both, the sequence of the robots and their trajectories are unknown and subject to optimization. Such type of problems appear in highly automated production plants and in the simulation of virtual factories. The purpose of the paper is to provide a mathematical model and to suggest a numerical solution approach. Our approach is based on the formulation of the problem as a bilevel optimization problem, where the lower level problem is an optimal control problem, while the upper level problem is a finite dimensional mixed-integer optimization problem. We approach the problem by exploitation of necessary optimality conditions for the lower level problem and by application of a Branch & Bound method for the resulting single level optimization problem. Two settings are taken into account. Firstly, no state constraints are assumed on the lower level problem, thus the local minimum principle applies directly. Secondly, the problem setting is augmented by pure state constraints, which are being handled by virtual controls in order to regularize the problem.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 109.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 139.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 139.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Albrecht, S.: Modeling and numerical solution of inverse optimal control problems for the analysis of human motions. PhD thesis, Universitäty of Technology Munich, Department of Mathematics, Munich (2013)

    Google Scholar 

  2. Androulakis, I.P., Maranas, C.D., Floudas, C.A.: αBB: a global optimization method for general constrained nonconvex problems. J. Global Optim. 7, 337–363 (1995)

    Google Scholar 

  3. Bard, J.F.: Practical Bilevel Optimization. Nonconvex Optimization and Its Applications, vol. 30. Kluwer Academics, Dordrecht (1998)

    Google Scholar 

  4. Braak, G.V.D., Bünner, M.J., Schittkowski, K.: Optimal design of electronic components by mixed-integer nonlinear programming. Optim. Eng. 5, 271–294 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  5. Bracken, J., McGill, J.T.: Mathematical programs with optimization problems in the constraints. Oper. Res. 21, 37–44 (1973)

    Article  MathSciNet  MATH  Google Scholar 

  6. Bracken, J., McGill, J.T.: Defence applications of mathematical programs with optimization problems in the constraints. Oper. Res. 22, 1086–1096 (1974)

    Article  MATH  Google Scholar 

  7. Cherednichenko, S., Krumbiegel, K., Rösch, A.: Error estimates for the Lavrientiev regularization of elliptic optimal control problems. Inverse Probl. 24, 1–21 (2008)

    Article  MATH  Google Scholar 

  8. Dempe, S.: Foundations of Bilevel Programming. Kluwer Academic Publishers, Dordrecht (2002)

    MATH  Google Scholar 

  9. Fisch, F.: Development of a framework for the solution of high-fidelity trajectory optimization problems and bilevel optimal control problems. PhD thesis, Universitäty of Technology Munich, Department of Flight Systems Dynamics, Munich (2010)

    Google Scholar 

  10. Fletcher, R., Leyffer, S.: Numerical experience with solving MPECs as NLPs. Department of Mathematics and Computer Science, University of Dundee, Dundee (2002)

    Google Scholar 

  11. Fletcher, R., Leyffer, S., Ralph, D., Scholtes, S.: Local convergence of SQP methods for Mathematical Programs with Equilibrium Constraints. SIAM J. Optim. 17, 259–286 (2006)

    Article  MathSciNet  MATH  Google Scholar 

  12. Gerdts, M.: Solving mixed-integer optimal control problems by Branch & Bound: a case study from automobile test-driving with gear shift. Optim. Control Appl. Methods 26, 1–18 (2005)

    Article  MathSciNet  Google Scholar 

  13. Gerdts, M.: Optimial Control of ODE and DAEs. Walter de Gruyter GmbH & Co. KG, Berlin, Boston (2012)

    Book  MATH  Google Scholar 

  14. Gerdts, M., Hüpping, B.: Virtual control regularization of state constrained linear quadratic optimal control problems. Comput. Optim. Appl. 51, 867–882 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  15. Gerdts, M., Henrion, R., Hömberg, D., Landry, C.: Path planning and collision avoidance for robots. Numer. Algebra Control Optim. 2, 437–463 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  16. Gümüş, Z.H., Floudas, C.A.: Global optimization of nonlinear bilevel programming problems. J. Global Optim. 20, 1–31 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  17. Hatz, K.: Efficient numerical methods for hierarchical dynamic optimization with application to cerebral palsy gait modeling. PhD thesis, University of Heidelberg (2014)

    Google Scholar 

  18. Knauer, M.: Bilevel-Optimalsteuerung mittels hybrider Lösungsmethoden am Beispiel eines deckengeführten Regalbediengerts in einem Hochregallager, PhD thesis. Universität Bremen (2009)

    Google Scholar 

  19. Knauer, M.: Fast and save container cranes as bilevel optimal control problems. Math. Comput. Model. Dyn. 18, 465–486 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  20. Krumbiegel, K., Rösch, A.: On the regularization error of state constrained Neumann control problems. Control Cybern. 37, 369–392 (2008)

    MathSciNet  MATH  Google Scholar 

  21. LeBlanc, L.J.: Mathematical programming algorithms for large scale network equilibrium and network design problems. PhD thesis, Northwestern University, Evanston, IL (1973)

    Google Scholar 

  22. Leyffer, S.: Integrating SQP and Branch-and-Bound for mixed-integer nonlinear programming. Comput. Optim. Appl. 18, 295–309 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  23. Marcotte, P.: Network design problem with congestion effects: a case of bilevel programming. Math. Program. 34, 23–36 (1986)

    Article  MathSciNet  MATH  Google Scholar 

  24. Stackelberg, H.: The Theory of Market Economy. Oxford University Press, Oxford (1952)

    Google Scholar 

  25. Ye, J.: Necessary conditions for bilevel dynamic optimization problems. SIAM J. Control Optim. 33, 1208–1223 (1995)

    Article  MathSciNet  MATH  Google Scholar 

  26. Ye, J.: Optimal strategies for bilevel dynamic problems. SIAM J. Control Optim. 35, 512–531 (1997)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Matthias Gerdts .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2017 Springer International Publishing AG

About this chapter

Cite this chapter

Palagachev, K.D., Gerdts, M. (2017). Numerical Approaches Towards Bilevel Optimal Control Problems with Scheduling Tasks. In: Ghezzi, L., Hömberg, D., Landry, C. (eds) Math for the Digital Factory. Mathematics in Industry(), vol 27. Springer, Cham. https://doi.org/10.1007/978-3-319-63957-4_10

Download citation

Publish with us

Policies and ethics