Iterative Switching Time Optimization for Mixed-integer Optimal Control Problems

This paper proposes an iterative method to solve Mixed-Integer Optimal Control Problems arising from systems with switched dynamics. The so-called relaxed problem plays a central role within this context. Through a numerical example, it is shown why relying on the relaxed problem can lead the solution astray. As an alternative, an iterative Switching Time optimization method is proposed. The method consists of two components that iteratively interact: a Switching Time optimization (STO) problem and a sequence optimization. Each component is explained in detail, and the numerical example is resolved, the results of which shows the efficiency of the proposed algorithm. Finally, the advantages and disadvantages of the method are discussed and future lines of research are sketched.