A constraint-separation principle in model predictive control

DOI10.1016/J.AUTOMATICA.2020.109190MaRDI QIDQ2003840zbMATH OpenOpenAlexFDO

Authors Uroš V. Kalabić, Ilya Kolmanovsky

Publication date 5 October 2020

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2005.01296

zbMATH Keywords

model predictive controlconstrained systemsconstrained control system design

Mathematics Subject Classification ID

Feedback control (93B52) Model predictive control (93B45)

Abstract: In this brief, we consider the constrained optimization problem underpinning model predictive control (MPC). We show that this problem can be decomposed into an unconstrained optimization problem with the same cost function as the original problem and a constrained optimization problem with a modified cost function and dynamics that have been precompensated according to the solution of the unconstrained problem. In the case of linear systems subject to a quadratic cost, the unconstrained problem has the familiar LQR solution and the constrained problem reduces to a minimum-norm projection. This implies that solving linear MPC problems is equivalent to precompensating a system using LQR and applying MPC to penalize only the control input. We propose to call this a constraint-separation principle and discuss the utility of both constraint separation and general decomposition in the design of MPC schemes and the development of numerical solvers for MPC problems.

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Cites work

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Cited in

(8)

• Reduced order model predictive control for constrained discrete-time linear systems
• Hierarchical model predictive control of independent systems with joint constraints
• Convex MPC for exclusion constraints
• Online constraint removal: accelerating MPC with a Lyapunov function
• Reference governor-based fault-tolerant constrained control
• Decomposition principle in model predictive control for linear systems with bounded disturbances
• Accelerating linear model predictive control by constraint removal
• Minimization of constraint violation probability in model predictive control

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• MPT

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