Embedded Online Optimization for Model Predictive Control at Megahertz Rates

DOI10.1109/TAC.2014.2351991MaRDI QIDQ2982924zbMATH OpenOpenAlexFDO

Authors Juan L. Jerez, Paul J. Goulart, Stefan Richter, George A. Constantinides, E. C. Kerrigan, Manfred Morari

Publication date 16 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1303.1090

Mathematics Subject Classification ID

Application models in control theory (93C95) Optimal feedback synthesis (49N35)

Abstract: Faster, cheaper, and more power efficient optimization solvers than those currently offered by general-purpose solutions are required for extending the use of model predictive control (MPC) to resource-constrained embedded platforms. We propose several custom computational architectures for different first-order optimization methods that can handle linear-quadratic MPC problems with input, input-rate, and soft state constraints. We provide analysis ensuring the reliable operation of the resulting controller under reduced precision fixed-point arithmetic. Implementation of the proposed architectures in FPGAs shows that satisfactory control performance at a sample rate beyond 1 MHz is achievable even on low-end devices, opening up new possibilities for the application of MPC on embedded systems.

Cited in

(25)

• Automatically generated embedded model predictive control: moving an industrial PC-based MPC to an embedded platform
• A primal-dual active-set method for distributed model predictive control
• Using stochastic programming to train neural network approximation of nonlinear MPC laws
• Discrete-time Euler-smoothing methods for time-varying convex constrained optimization
• FORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programs
• Soft inequality constraints in gradient method and fast gradient method for quadratic programming
• Infeasibility detection in the alternating direction method of multipliers for convex optimization
• A study on nonlinear model predictive control for helicopter/turboshaft engine with variable rotor speed based on piecewise objective function
• A parallel Newton-type method for nonlinear model predictive control
• Embedded MPC controller based on interior-point method with convergence depth control
• Augmented Lagrangian optimization under fixed-point arithmetic
• An efficient bounded-variable nonlinear least-squares algorithm for embedded MPC
• Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems
• Proportional-integral projected gradient method for conic optimization
• Distributed model predictive control for linear systems under communication noise: algorithm, theory and implementation
• Fast model predictive control combining offline method and online optimization with K-D tree
• OSQP: an operator splitting solver for quadratic programs
• A Gauss-Seidel type solver for the fast computation of input-constrained control systems
• Real-time model predictive control based on dual gradient projection: theory and fixed-point FPGA implementation
• A Hamiltonian decomposition for fast interior-point solvers in model predictive control
• Energy-efficient real-time scheduling for two-type heterogeneous multiprocessors
• Metric selection in fast dual forward-backward splitting
• Symmetry and motion primitives in model predictive control
• ParNMPC -- a parallel optimisation toolkit for real-time nonlinear model predictive control
• On closed-loop dynamics of ADMM-based MPC

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