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Overall Complexity Certification of a Standard Branch and Bound Method for Mixed-Integer Quadratic Programming

2022/04/05 by Shamisa Shoja, Shoja, Shamisa, Daniel Arnström +3 · 1 citation
Engineering · #Advanced Control Systems Optimization #FOS: Electrical engineering #Fuel Cells and Related Materials #Process Optimization and Integration #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2204.02171

openalex publication_date 2022/04/05 · openalex created_date 2022/04/27 · openalex updated_date 2026/07/28

Abstract

This paper presents a method to certify the computational complexity of a standard Branch and Bound method for solving Mixed-Integer Quadratic Programming (MIQP) problems defined as instances of a multi-parametric MIQP. Beyond previous work, not only the size of the binary search tree is considered, but also the exact complexity of solving the relaxations in the nodes by using recent result from exact complexity certification of active-set QP methods. With the algorithm proposed in this paper, a total worst-case number of QP iterations to be performed in order to solve the MIQP problem can be determined as a function of the parameter in the problem. An important application of the proposed method is Model Predictive Control for hybrid systems, that can be formulated as an MIQP that has to be solved in real-time. The usefulness of the proposed method is successfully illustrated in numerical examples.

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