On Discrete Subproblems in Integer Optimal Control with Total Variation Regularization in Two Dimensions

We analyze integer linear programs that we obtain after discretizing two-dimensional subproblems arising from a trust-region algorithm for mixed integer optimal control problems with total variation regularization. We discuss NP-hardness of the discretized problems and the connection to graph-based problems. We show that the underlying polyhedron exhibits structural restrictions in its vertices with regard to which variables can attain fractional values at the same time. Based on this property, we derive cutting planes by employing a relation to shortest-path and minimum bisection problems. We propose a branching rule and a primal heuristic which improves previously found feasible points. We validate the proposed tools with a numerical benchmark in a standard integer programming solver. We observe a significant speedup for medium-sized problems. Our results give hints for scaling toward larger instances in the future. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms–Discrete. Funding: This work was supported by the Deutsche Forschungsgemeinschaft [Grant MA 10080/2-1]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2024.0680 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2024.0680 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .