© 2011

Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control

  • Authors

Table of contents

  1. Front Matter
    Pages i-xx
  2. Christian Kirches
    Pages 1-12
  3. Christian Kirches
    Pages 31-60
  4. Christian Kirches
    Pages 61-87
  5. Christian Kirches
    Pages 89-116
  6. Christian Kirches
    Pages 117-139
  7. Christian Kirches
    Pages 141-173
  8. Christian Kirches
    Pages 175-204
  9. Christian Kirches
    Pages 237-319
  10. Back Matter
    Pages 321-367

About this book


Current industrial practice knows many optimization tasks that can be cast as mixed-integer optimal control problems. Due to the combinatorial character of these problems, the computation of optimal solutions under real-time constraints is still a demanding challenge.

Starting with Bock's direct multiple shooting method for optimal control, Christian Kirches develops a fast numerical algorithm of wide applicability that efficiently solves mixed-integer nonlinear optimal control problems. He uses convexification and relaxation techniques to obtain computationally tractable reformulations for which feasibility and optimality certificates can be given even after discretization and rounding. In a sequential quadratic programming framework, extensive exploitation of arising structures in an active set method ultimately brings the developed algorithm towards real-time feasibility.


Nichtlineare Optimierung Optimale Steuerung gemischt-ganzzahlige Optimierung nichtlineare modell-prädiktive Regelung optimal control

About the authors

Dr. Christian Kirches is a postdoctoral researcher in the simulation and optimization group at the chair of Professor Dr. Dr. h.c. Hans Georg Bock at the Interdisciplinary Center for Scientific Computing (IWR) of Heidelberg University.

Bibliographic information

  • Book Title Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control
  • Authors Christian Kirches
  • DOI
  • Copyright Information Vieweg+Teubner Verlag | Springer Fachmedien Wiesbaden GmbH, Wiesbaden 2011
  • Publisher Name Vieweg+Teubner Verlag
  • eBook Packages Computer Science Computer Science (R0)
  • Softcover ISBN 978-3-8348-1572-9
  • eBook ISBN 978-3-8348-8202-8
  • Edition Number 1
  • Number of Pages XX, 367
  • Number of Illustrations 64 b/w illustrations, 0 illustrations in colour
  • Topics Simulation and Modeling
    Mathematics, general
  • Buy this book on publisher's site
Industry Sectors
IT & Software
Energy, Utilities & Environment


From the book reviews:

“The book under review gives a useful introduction and presents valuable new contributions in this topic. … The material is very clearly written and certain parts … may well support graduate education. The targeted audience of the book is applied mathematicians and engineers.” (Gábor Szederkényi, Mathematical Reviews, January, 2015)