NMPC in active subspaces: dimensionality reduction with recursive feasibility guarantees

DOI10.1016/J.AUTOMATICA.2022.110708zbMATH Open1505.93057arXiv2209.10915OpenAlexW4308984485MaRDI QIDQ2103689FDOQ2103689

Timm Faulwasser, Guanru Pan

Publication date: 9 December 2022

Published in: Automatica (Search for Journal in Brave)

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 $20-40$ at a closed-loop performance decay of less than $0.05\mathrm{\%}$.

Full work available at URL: https://arxiv.org/abs/2209.10915

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zbMATH Keywords

dimensionality reductionglobal sensitivity analysisnonlinear model predictive controlactive subspacesreduced-order MPC

Mathematics Subject Classification ID

System structure simplification (93B11) Nonlinear systems in control theory (93C10) Model predictive control (93B45)

Cites Work

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Cited In (1)

• Learning Lyapunov terminal costs from data for complexity reduction in nonlinear model predictive control

Uses Software

• MPT
• ACADO
• Ipopt
• CasADi
• OSQP

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