Online convex optimization for constrained control of linear systems using a reference governor

Research output: Contribution to journalConference articleResearchpeer review

Authors

Research Organisations

External Research Organisations

  • ETH Zurich
View graph of relations

Details

Original languageEnglish
Pages (from-to)2570-2575
Number of pages6
JournalIFAC-PapersOnLine
Volume56
Issue number2
Early online date22 Nov 2023
Publication statusPublished - 2023
Event22nd IFAC World Congress - Yokohama, Japan
Duration: 9 Jul 202314 Jul 2023

Abstract

In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex optimization and a reference governor. In particular, we apply online gradient descent to track the time-varying and a priori unknown optimal steady state of the system. Moreover, we use a λ-contractive set to enforce constraint satisfaction and a sufficient convergence rate of the closed-loop system to the optimal steady state. We prove that the proposed scheme is recursively feasible, ensures that the state and input constraints are satisfied at all times, and achieves a dynamic regret that is linearly bounded by the variation of the cost functions. The algorithm's performance and constraint satisfaction is illustrated by means of a simulation example.

Keywords

    control of constrained systems, dynamic regret, online convex optimization, Optimal control, reference governor

ASJC Scopus subject areas

Cite this

Online convex optimization for constrained control of linear systems using a reference governor. / Nonhoff, Marko; Köhler, Johannes; Müller, Matthias A.
In: IFAC-PapersOnLine, Vol. 56, No. 2, 2023, p. 2570-2575.

Research output: Contribution to journalConference articleResearchpeer review

Nonhoff M, Köhler J, Müller MA. Online convex optimization for constrained control of linear systems using a reference governor. IFAC-PapersOnLine. 2023;56(2):2570-2575. Epub 2023 Nov 22. doi: 10.48550/arXiv.2211.09088, 10.1016/j.ifacol.2023.10.1340
Download
@article{4eb9f0d7bee647cfa2e1732fe09cd60b,
title = "Online convex optimization for constrained control of linear systems using a reference governor",
abstract = "In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex optimization and a reference governor. In particular, we apply online gradient descent to track the time-varying and a priori unknown optimal steady state of the system. Moreover, we use a λ-contractive set to enforce constraint satisfaction and a sufficient convergence rate of the closed-loop system to the optimal steady state. We prove that the proposed scheme is recursively feasible, ensures that the state and input constraints are satisfied at all times, and achieves a dynamic regret that is linearly bounded by the variation of the cost functions. The algorithm's performance and constraint satisfaction is illustrated by means of a simulation example.",
keywords = "control of constrained systems, dynamic regret, online convex optimization, Optimal control, reference governor",
author = "Marko Nonhoff and Johannes K{\"o}hler and M{\"u}ller, {Matthias A.}",
note = "Publisher Copyright: Copyright {\textcopyright} 2023 The Authors. ; 22nd IFAC World Congress ; Conference date: 09-07-2023 Through 14-07-2023",
year = "2023",
doi = "10.48550/arXiv.2211.09088",
language = "English",
volume = "56",
pages = "2570--2575",
number = "2",

}

Download

TY - JOUR

T1 - Online convex optimization for constrained control of linear systems using a reference governor

AU - Nonhoff, Marko

AU - Köhler, Johannes

AU - Müller, Matthias A.

N1 - Publisher Copyright: Copyright © 2023 The Authors.

PY - 2023

Y1 - 2023

N2 - In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex optimization and a reference governor. In particular, we apply online gradient descent to track the time-varying and a priori unknown optimal steady state of the system. Moreover, we use a λ-contractive set to enforce constraint satisfaction and a sufficient convergence rate of the closed-loop system to the optimal steady state. We prove that the proposed scheme is recursively feasible, ensures that the state and input constraints are satisfied at all times, and achieves a dynamic regret that is linearly bounded by the variation of the cost functions. The algorithm's performance and constraint satisfaction is illustrated by means of a simulation example.

AB - In this work, we propose a control scheme for linear systems subject to pointwise in time state and input constraints that aims to minimize time-varying and a priori unknown cost functions. The proposed controller is based on online convex optimization and a reference governor. In particular, we apply online gradient descent to track the time-varying and a priori unknown optimal steady state of the system. Moreover, we use a λ-contractive set to enforce constraint satisfaction and a sufficient convergence rate of the closed-loop system to the optimal steady state. We prove that the proposed scheme is recursively feasible, ensures that the state and input constraints are satisfied at all times, and achieves a dynamic regret that is linearly bounded by the variation of the cost functions. The algorithm's performance and constraint satisfaction is illustrated by means of a simulation example.

KW - control of constrained systems

KW - dynamic regret

KW - online convex optimization

KW - Optimal control

KW - reference governor

UR - http://www.scopus.com/inward/record.url?scp=85165641421&partnerID=8YFLogxK

U2 - 10.48550/arXiv.2211.09088

DO - 10.48550/arXiv.2211.09088

M3 - Conference article

AN - SCOPUS:85165641421

VL - 56

SP - 2570

EP - 2575

JO - IFAC-PapersOnLine

JF - IFAC-PapersOnLine

IS - 2

T2 - 22nd IFAC World Congress

Y2 - 9 July 2023 through 14 July 2023

ER -

By the same author(s)