Multiobjective strict dissipativity via a weighted sum approach

DOI10.1016/J.SYSCONLE.2022.105396MaRDI QIDQ2107632zbMATH OpenOpenAlexFDO

Authors Lars Grüne, Lisa Krügel, Matthias A. Müller

Publication date 2 December 2022

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2207.00373

zbMATH Keywords

model predictive controlstrict dissipativitymultiobjective optimal controlweighted sum approach

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Model predictive control (93B45)

Abstract: We consider nonlinear model predictive control (MPC) with multiple competing cost functions. This leads to the formulation of multiobjective optimal control problems (MO OCPs). Since the design of MPC algorithms for directly solving multiobjective problems is rather complicated, particularly if terminal conditions shall be avoided, we use an indirect approach via a weighted sum formulation for solving these MO OCPs. This way, for each set of weights we obtain an optimal control problem with a single objective. In economic MPC it is known that strict dissipativity is the key assumption for concluding performance and stability results. We thus investigate under which conditions a convex combination of strictly dissipative stage costs is strictly dissipative again. We first give conditions for problems with linear dynamics and then move on to consider fully nonlinear optimal control problems. We derive both necessary and sufficient conditions on the individual cost functions and on the weights to conclude strict dissipativity and illustrate our findings with numerical examples.

Recommendations

• Multiobjective model predictive control for stabilizing cost criteria
• Implications of dissipativity on stability of economic model predictive control -- The indefinite linear quadratic case
• On stability of multiobjective NMPC with objective prioritization
• Multiobjective model predictive control
• Lexicographic MPC with multiple economic criteria for constrained nonlinear systems

Cites work

• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
• An exponential turnpike theorem for dissipative discrete time optimal control problems
• Cyclo-Dissipativity Revisited
• Dissipative dynamical systems: basic input-output and state properties
• Economic receding horizon control without terminal constraints
• Fast Pareto set generation for nonlinear optimal control problems with multiple objectives
• Handbook of model predictive control
• Multicriteria Optimization
• Multiobjective model predictive control for stabilizing cost criteria
• Nonlinear model predictive control. Theory and algorithms
• On Necessity and Robustness of Dissipativity in Economic Model Predictive Control
• On turnpike and dissipativity properties of continuous-time optimal control problems
• Optimal Economic Growth and Uncertainty: The No Discounting Case
• Solution point differentiability without strict complementarity in nonlinear programming
• Stability of multiobjective predictive control: A utopia-tracking approach
• Strict dissipativity for discrete time discounted optimal control problems
• Strong convexity does not imply radial unboundedness
• Strongly Regular Generalized Equations
• Symmetry in optimal control: a multiobjective model predictive control approach
• Towards multiobjective optimization and control of smart grids
• Turnpike Properties and Strict Dissipativity for Discrete Time Linear Quadratic Optimal Control Problems

Cited in

(2)

• Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC
• Implications of dissipativity on stability of economic model predictive control -- The indefinite linear quadratic case

This page was built for publication: Multiobjective strict dissipativity via a weighted sum approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2107632)