Distributed model predictive control—Recursive feasibility under inexact dual optimization

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Original languageEnglish
Pages (from-to)1-9
Number of pages9
JournalAutomatica
Volume102
Early online date15 Jan 2019
Publication statusPublished - Apr 2019
Externally publishedYes

Abstract

We propose a novel model predictive control (MPC) formulation, that ensures recursive feasibility, stability and performance under inexact dual optimization. Dual optimization algorithms offer a scalable solution and can thus be applied to large distributed systems. Due to constraints on communication or limited computational power, most real-time applications of MPC have to deal with inexact minimization. We propose a modified optimization problem inspired by robust MPC which offers theoretical guarantees despite inexact dual minimization. The approach is not tied to any particular optimization algorithm, but assumes that the feasible optimization problem can be solved with a bounded suboptimality and constraint violation. In combination with a distributed dual gradient method, we obtain a priori upper bounds on the number of required online iterations. The design and practicality of this method are demonstrated with a benchmark numerical example.

Keywords

    Control of constrained systems, Distributed dual optimization, Large scale systems, Predictive control

ASJC Scopus subject areas

Cite this

Distributed model predictive control—Recursive feasibility under inexact dual optimization. / Köhler, Johannes; Müller, Matthias A.; Allgöwer, Frank.
In: Automatica, Vol. 102, 04.2019, p. 1-9.

Research output: Contribution to journalArticleResearchpeer review

Köhler J, Müller MA, Allgöwer F. Distributed model predictive control—Recursive feasibility under inexact dual optimization. Automatica. 2019 Apr;102:1-9. Epub 2019 Jan 15. doi: 10.1016/j.automatica.2018.12.037
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abstract = "We propose a novel model predictive control (MPC) formulation, that ensures recursive feasibility, stability and performance under inexact dual optimization. Dual optimization algorithms offer a scalable solution and can thus be applied to large distributed systems. Due to constraints on communication or limited computational power, most real-time applications of MPC have to deal with inexact minimization. We propose a modified optimization problem inspired by robust MPC which offers theoretical guarantees despite inexact dual minimization. The approach is not tied to any particular optimization algorithm, but assumes that the feasible optimization problem can be solved with a bounded suboptimality and constraint violation. In combination with a distributed dual gradient method, we obtain a priori upper bounds on the number of required online iterations. The design and practicality of this method are demonstrated with a benchmark numerical example.",
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KW - Control of constrained systems

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