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arXiv 2409.09237math.OC
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通过基于逻辑的离散最速下降算法求解离散动态优化问题

Addressing Discrete Dynamic Optimization via a Logic-Based Discrete-Steepest Descent Algorithm

Zedong Peng, Albert Lee, David E. Bernal Neira

AI总结:

针对含离散决策的动态优化问题求解难题,提出基于逻辑的离散最速下降算法LD-SDA,利用问题逻辑-微分结构高效探索组合空间,在基准测试中效率与动态场景处理能力均优于传统方法,并提供开源实现。

摘要:

涉及离散决策的动态优化问题有诸多应用场景,但也带来了必须高效求解的挑战性优化难题。在优化模型中,离散变量与由动态特性产生的潜在非线性约束相结合,会形成现成技术可能不足以求解的数学规划问题。本研究采用一种新方法——基于逻辑的离散最速下降算法(Logic-based Discrete-Steepest Descent Algorithm, LD-SDA)来求解离散动态优化问题。这类问题使用布尔变量建模,布尔变量用于强制执行微分约束系统,并编码优化问题需要满足的逻辑约束。通过将问题构建为析取项内包含动态方程的广义析取规划,LD-SDA利用问题的固有结构高效探索布尔变量的组合空间,并选择性纳入相关微分方程,以降低动态优化场景中固有的计算复杂度。我们使用文献中包含动态转换模式的基准问题对LD-SDA进行了严格评估,发现其在效率和处理动态场景的能力方面均优于传统方法,即混合整数非线性规划求解器和广义析取规划求解器。本研究提出了一种系统化方法,并提供了开源软件实现,通过利用其逻辑-微分结构内的信息来求解这些离散动态优化问题。

英文摘要:

Dynamic optimization problems involving discrete decisions have several applications, yet lead to challenging optimization problems that must be addressed efficiently. Combining discrete variables with potentially nonlinear constraints stemming from dynamics within an optimization model results in mathematical programs for which off-the-shelf techniques might be insufficient. This work uses a novel approach, the Logic-based Discrete-Steepest Descent Algorithm (LD-SDA), to solve Discrete Dynamic Optimization problems. The problems are formulated using Boolean variables that enforce differential systems of constraints and encode logic constraints that the optimization problem needs to satisfy. By posing the problem as a generalized disjunctive program with dynamic equations within the disjunctions, the LD-SDA takes advantage of the problem's inherent structure to efficiently explore the combinatorial space of the Boolean variables and selectively include relevant differential equations to mitigate the computational complexity inherent in dynamic optimization scenarios. We rigorously evaluate the LD-SDA with benchmark problems from the literature that include dynamic transitioning modes and find it to outperform traditional methods, i.e., mixed-integer nonlinear and generalized disjunctive programming solvers, in terms of efficiency and capability to handle dynamic scenarios. This work presents a systematic method and provides an open-source software implementation to address these discrete dynamic optimization problems by harnessing the information within its logical-differential structure.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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