Complexity minimisation of suboptimal MPC without terminal constraints

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Autorschaft

Organisationseinheiten

Externe Organisationen

  • University of Melbourne
Forschungs-netzwerk anzeigen

Details

OriginalspracheEnglisch
Seiten (von - bis)6089-6094
Seitenumfang6
FachzeitschriftIFAC-PapersOnLine
Jahrgang53
Ausgabenummer2
PublikationsstatusVeröffentlicht - 2020

Abstract

This paper generalises stability analysis of Nonlinear Model Predictive Control without terminal constraints to incorporate possible suboptimality of MPC solutions and develops a framework for minimisation of computational efforts associated with obtaining such a solution. The framework is applied to primal-dual interior-point solvers by choosing the length of the prediction horizon together with a degree of suboptimality of the solution in a way that reduces algorithmic complexity while satisfying certain stability and performance guarantees. The framework ensures an optimal choice for the prediction horizon in order to minimise computational complexity if applied to linear or convex quadratic MPC problems, and acts as a good indicator to this end in the more general case of nonlinear systems. This is illustrated in a numerical case study, where we apply the proposed framework to a nonholonomic robot.

ASJC Scopus Sachgebiete

Zitieren

Complexity minimisation of suboptimal MPC without terminal constraints. / Pavlov, Andrei; Müller, Matthias; Manzie, Christie et al.
in: IFAC-PapersOnLine, Jahrgang 53, Nr. 2, 2020, S. 6089-6094.

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Pavlov, A, Müller, M, Manzie, C & Shames, I 2020, 'Complexity minimisation of suboptimal MPC without terminal constraints', IFAC-PapersOnLine, Jg. 53, Nr. 2, S. 6089-6094. https://doi.org/10.1016/j.ifacol.2020.12.1682
Pavlov A, Müller M, Manzie C, Shames I. Complexity minimisation of suboptimal MPC without terminal constraints. IFAC-PapersOnLine. 2020;53(2):6089-6094. doi: 10.1016/j.ifacol.2020.12.1682
Pavlov, Andrei ; Müller, Matthias ; Manzie, Christie et al. / Complexity minimisation of suboptimal MPC without terminal constraints. in: IFAC-PapersOnLine. 2020 ; Jahrgang 53, Nr. 2. S. 6089-6094.
Download
@article{fc46fd6a3c314899a9a03f503575e41f,
title = "Complexity minimisation of suboptimal MPC without terminal constraints",
abstract = "This paper generalises stability analysis of Nonlinear Model Predictive Control without terminal constraints to incorporate possible suboptimality of MPC solutions and develops a framework for minimisation of computational efforts associated with obtaining such a solution. The framework is applied to primal-dual interior-point solvers by choosing the length of the prediction horizon together with a degree of suboptimality of the solution in a way that reduces algorithmic complexity while satisfying certain stability and performance guarantees. The framework ensures an optimal choice for the prediction horizon in order to minimise computational complexity if applied to linear or convex quadratic MPC problems, and acts as a good indicator to this end in the more general case of nonlinear systems. This is illustrated in a numerical case study, where we apply the proposed framework to a nonholonomic robot.",
keywords = "Nonlinear predictive control, Numerical methods for optimal control, Real-time optimal control",
author = "Andrei Pavlov and Matthias M{\"u}ller and Christie Manzie and Iman Shames",
note = "Funding Information: This work received funding from the Australian Government, via grant AUSMURIB000001 associated with ONR MURI grant N00014-19-1-2571. ",
year = "2020",
doi = "10.1016/j.ifacol.2020.12.1682",
language = "English",
volume = "53",
pages = "6089--6094",
number = "2",

}

Download

TY - JOUR

T1 - Complexity minimisation of suboptimal MPC without terminal constraints

AU - Pavlov, Andrei

AU - Müller, Matthias

AU - Manzie, Christie

AU - Shames, Iman

N1 - Funding Information: This work received funding from the Australian Government, via grant AUSMURIB000001 associated with ONR MURI grant N00014-19-1-2571.

PY - 2020

Y1 - 2020

N2 - This paper generalises stability analysis of Nonlinear Model Predictive Control without terminal constraints to incorporate possible suboptimality of MPC solutions and develops a framework for minimisation of computational efforts associated with obtaining such a solution. The framework is applied to primal-dual interior-point solvers by choosing the length of the prediction horizon together with a degree of suboptimality of the solution in a way that reduces algorithmic complexity while satisfying certain stability and performance guarantees. The framework ensures an optimal choice for the prediction horizon in order to minimise computational complexity if applied to linear or convex quadratic MPC problems, and acts as a good indicator to this end in the more general case of nonlinear systems. This is illustrated in a numerical case study, where we apply the proposed framework to a nonholonomic robot.

AB - This paper generalises stability analysis of Nonlinear Model Predictive Control without terminal constraints to incorporate possible suboptimality of MPC solutions and develops a framework for minimisation of computational efforts associated with obtaining such a solution. The framework is applied to primal-dual interior-point solvers by choosing the length of the prediction horizon together with a degree of suboptimality of the solution in a way that reduces algorithmic complexity while satisfying certain stability and performance guarantees. The framework ensures an optimal choice for the prediction horizon in order to minimise computational complexity if applied to linear or convex quadratic MPC problems, and acts as a good indicator to this end in the more general case of nonlinear systems. This is illustrated in a numerical case study, where we apply the proposed framework to a nonholonomic robot.

KW - Nonlinear predictive control

KW - Numerical methods for optimal control

KW - Real-time optimal control

UR - http://www.scopus.com/inward/record.url?scp=85105068861&partnerID=8YFLogxK

U2 - 10.1016/j.ifacol.2020.12.1682

DO - 10.1016/j.ifacol.2020.12.1682

M3 - Article

VL - 53

SP - 6089

EP - 6094

JO - IFAC-PapersOnLine

JF - IFAC-PapersOnLine

SN - 2405-8963

IS - 2

ER -

Von denselben Autoren