Parabolic optimal control problems with combinatorial switching constraints, part III: branch-and-bound algorithm

Christoph Buchheim (), Alexandra Grütering () and Christian Meyer ()
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Christoph Buchheim: TU Dortmund University
Alexandra Grütering: TU Dortmund University
Christian Meyer: TU Dortmund University

Computational Optimization and Applications, 2025, vol. 90, issue 3, No 3, 649-689

Abstract: Abstract We present a branch-and-bound algorithm for globally solving parabolic optimal control problems with binary switches that have bounded variation and possibly need to satisfy further combinatorial constraints. More precisely, for a given tolerance $$\varepsilon >0$$ ε > 0 , we show how to compute in finite time an $$\varepsilon $$ ε -optimal solution in function space, independently of any prior discretization. The main ingredients in our approach are an appropriate branching strategy in infinite dimension, an a posteriori error estimation in order to obtain safe dual bounds, and an adaptive refinement strategy in order to allow arbitrary switching points in the limit. The performance of our approach is demonstrated by extensive experimental results.

Keywords: PDE-constrained optimization; Switching time optimization; Global optimization; Branch-and-bound (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s10589-025-00654-3

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