NMPC in active subspaces: dimensionality reduction with recursive feasibility guarantees
From MaRDI portal
Publication:2103689
Abstract: Dimensionality reduction of decision variables is a practical and classic method to reduce the computational burden in linear and Nonlinear Model Predictive Control (NMPC). Available results range from early move-blocking ideas to singular-value decomposition. For schemes more complex than move-blocking it is seemingly not straightforward to guarantee recursive feasibility of the receding-horizon optimization. Decomposing the space of decision variables related to the inputs into active and inactive complements, this paper proposes a general framework for effective feasibility-preserving dimensionality reduction in NMPC. We show how -- independently of the actual choice of the subspaces -- recursive feasibility can be established. Moreover, we propose the use of global sensitivity analysis to construct the active subspace in data-driven fashion based on user-defined criteria. Numerical examples illustrate the efficacy of the proposed scheme. Specifically, for a chemical reactor we obtain a significant reduction by factor at a closed-loop performance decay of less than .
Recommendations
- From model reduction to efficient predictive control with guarantees
- Dimensionality reduction for uncertain dynamic systems
- Reducing variables in model predictive control of linear system with disturbances using singular value decomposition
- Reduction of dimensionality in choosing optimal control
- Gradient-free construction of active subspaces for dimension reduction in complex models with applications to neutronics
Cites work
- scientific article; zbMATH DE number 50941 (Why is no real title available?)
- A quasi-infinite horizon nonlinear model predictive control scheme with guaranteed stability
- Active subspaces. Emerging ideas for dimension reduction in parameter studies
- Alternative parameterisation within predictive control: a systematic selection
- An SVD based strategy for receding horizon control of input constrained linear systems
- An algorithm for multi-parametric quadratic programming and explicit MPC solutions
- Analysis and Design of Unconstrained Nonlinear MPC Schemes for Finite and Infinite Dimensional Systems
- CasADi: a software framework for nonlinear optimization and optimal control
- Constrained model predictive control: Stability and optimality
- Economic receding horizon control without terminal constraints
- Flatness based control of a nonlinear chemical reactor model
- Nonlinear model predictive control for processes with complex dynamics: a parameterisation approach using Laguerre functions
- Nonlinear model predictive control. Theory and algorithms
- OSQP: an operator splitting solver for quadratic programs
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- On the inherent robustness of optimal and suboptimal nonlinear MPC
- On the stability of constrained MPC without terminal constraint
- Optimal move blocking strategies for model predictive control
- Predictive control with constraints
- Reduced order model predictive control for constrained discrete-time linear systems
- Reducing variables in model predictive control of linear system with disturbances using singular value decomposition
- Stability and Incremental Improvement of Suboptimal MPC Without Terminal Constraints
- Suboptimal model predictive control (feasibility implies stability)
- The explicit linear quadratic regulator for constrained systems
- Turnpike properties in optimal control: an overview of discrete-time and continuous-time results
- \texttt{ACADO toolkit} -- an open-source framework for automatic control and dynamic optimization
Cited in
(2)
This page was built for publication: NMPC in active subspaces: dimensionality reduction with recursive feasibility guarantees
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2103689)
