0000000000427647
AUTHOR
Quanyan Zhu
showing 2 related works from this author
Mixed integer optimal compensation: Decompositions and mean-field approximations
2012
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 s…
Decomposition and Mean-Field Approach to Mixed Integer Optimal Compensation Problems
2016
Mixed integer optimal compensation deals with optimization problems with integer- and real-valued control variables to compensate disturbances in dynamic systems. The mixed integer nature of controls could lead to intractability in problems of large dimensions. To address this challenge, we introduce a decomposition method which turns the original n-dimensional optimization problem into n independent scalar problems of lot sizing form. Each of these problems can be viewed as a two-player zero-sum game, which introduces some element of conservatism. Each scalar problem is then reformulated as a shortest path one and solved through linear programming over a receding horizon, a step that mirro…