Numerical Methods for Mixed-Integer Optimal Control with Combinatorial Constraints

This thesis is concerned with numerical methods for Mixed-Integer Optimal Control Problems with Combinatorial Constraints. We establish an approximation theorem
\nrelating a Mixed-Integer Optimal Control Problem with Combinatorial Constraints to a continuous relaxed convexified Optimal Control Problems with Vanishing Constraints that provides the basis for numerical computations. We develop a a Vanishing-
\nConstraint respecting rounding algorithm to exploit this correspondence computationally.
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\nDirect Discretization of the Optimal Control Problem with Vanishing Constraints yield a subclass of Mathematical Programs with Equilibrium Constraints. Mathematical Programs with Equilibrium Constraint constitute a class of challenging problems due to their inherent non-convexity and non-smoothness. We develop an active-set
\nalgorithm for Mathematical Programs with Equilibrium Constraints and prove global convergence to Bouligand stationary points of this algorithm under suitable technical conditions.
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\nFor efficient computation of Newton-type steps of Optimal Control Problems, we establish the Generalized Lanczos Method for trust region problems in a Hilbert space
\ncontext. To ensure real-time feasibility in Online Optimal Control Applications with tracking-type Lagrangian objective, we develop a Gauß-Newton preconditioner for
\nthe iterative solution method of the trust region problem.
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\nWe implement the proposed methods and demonstrate their applicability and efficacy on several benchmark problems.