Abstract
We describe an efficient implementation of a recent simplex-type algorithm for the exact solution of separated continuous linear programs, and compare it with linear programming approximation of these problems obtained via discretization of the time horizon. The implementation overcomes many numerical pitfalls often neglected in theoretical analysis allowing better accuracy or acceleration up to several orders of magnitude both versus previous implementation of the simplex-type algorithms and versus a state-of-the-art LP solver using discretization. Numerical study includes medium, large, and very large examples of scheduling problems and problems of control of fluid processing networks. We discuss online and offline optimization settings for various applications and outline future research directions.
Original language | English |
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Title of host publication | 60th IEEE Conference on Decision and Control, CDC 2021 |
Publisher | Institute of Electrical and Electronics Engineers Inc. |
Pages | 3863-3868 |
Number of pages | 6 |
ISBN (Electronic) | 9781665436595 |
DOIs | |
State | Published - 2021 |
Event | 60th IEEE Conference on Decision and Control, CDC 2021 - Austin, United States Duration: 13 Dec 2021 → 17 Dec 2021 |
Publication series
Name | Proceedings of the IEEE Conference on Decision and Control |
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Volume | 2021-December |
ISSN (Print) | 0743-1546 |
ISSN (Electronic) | 2576-2370 |
Conference
Conference | 60th IEEE Conference on Decision and Control, CDC 2021 |
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Country/Territory | United States |
City | Austin |
Period | 13/12/21 → 17/12/21 |
Bibliographical note
Funding Information:Research of G. Weiss funded by ISF Grants 249/02, 454/05, 711/09 and 286/13. Research of M. Masin, E. Shindin and A. Zadorojniy funded by the EU Commission’s H2020 Program under grant agreements No 732105 and No 780788. E. Shindin is with IBM Research - Haifa, Mount Carmel, Haifa, 3498825, Israel evgensh@il.ibm.com M. Masin is with Optibus, Eder 48a, Haifa, 3475293, Israel michael.masin@optibus.com G. Weiss is with Department of Statistics, University of Haifa, Mount Carmel, Haifa, 3498838, Israel gweiss@stat.haifa.ac.il A. Zadorojniy is with IBM Research - Haifa, Mount Carmel, Haifa, 3498825, Israel zalex@il.ibm.com
Publisher Copyright:
© 2021 IEEE.
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization