Preconditioned Continuation Model Predictive Control

DOI10.1137/1.9781611974072.15MaRDI QIDQ6262489zbMATH OpenWikidataFDO

Authors Andrew Knyazev, Yuta Fujii, A. I. Malyshev

Publication date 8 June 2015

Full work available at URL https://doi.org/10.1137/1.9781611974072.15

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15)

Abstract: Model predictive control (MPC) anticipates future events to take appropriate control actions. Nonlinear MPC (NMPC) describes systems with nonlinear models and/or constraints. A Continuation/GMRES Method for NMPC, suggested by T. Ohtsuka in 2004, uses the GMRES iterative algorithm to solve a forward difference approximation $Ax=b$ of the Continuation NMPC (CNMPC) equations on every time step. The coefficient matrix $A$ of the linear system is often ill-conditioned, resulting in poor GMRES convergence, slowing down the on-line computation of the control by CNMPC, and reducing control quality. We adopt CNMPC for challenging minimum-time problems, and improve performance by introducing efficient preconditioning, utilizing parallel computing, and substituting MINRES for GMRES.

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