Integration of resource allocation coordination and branch-and-bound

Reference:
R. Luo, R. Bourdais, T.J.J. van den Boom, and B. De Schutter, "Integration of resource allocation coordination and branch-and-bound," Proceedings of the 54th IEEE Conference on Decision and Control, Osaka, Japan, pp. 4272-4277, Dec. 2015.

Abstract:
In general, integer programming problems are computationally very hard to solve, which makes solving an integer programming problem with a large number of decision variables in a centralized way intractable. In this paper, we propose a novel integer optimization method for strategic planning by integrating the resource allocation coordination method into a branch-and-bound paradigm. Thanks to the distributed computation of the resource allocation coordination method and distributed evaluation of nodes in the branch-and-bound paradigm, our method is capable of solving an integer programming problem in a distributed way. Moreover, since in the branch-and-bound paradigm the size of solution space decreases monotonically as the iteration proceeds, it is guaranteed that the globally optimal solution to an integer programming problem is obtained by using our method. Finally, we apply our method to the optimal charging control problem of electric vehicles under constrained grid conditions in a simulation study.