An efficient bounded-variable nonlinear least-squares algorithm for embedded MPC

DOI10.1016/J.AUTOMATICA.2022.110293MaRDI QIDQ2139405zbMATH OpenOpenAlexFDO

Authors Nilay Saraf, A. Bemporad

Publication date 17 May 2022

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.07247

zbMATH Keywords

nonlinear programmingadaptive controlmodel predictive controlactive-set methodsnonlinear parameter-varying controlrecursive QR factorization

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Model predictive control (93B45)

Abstract: This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at runtime. Typically MPC requires two phases: 1) construct an optimization problem based on the given MPC parameters (prediction model, tuning weights, prediction horizon, and constraints), which results in a quadratic or nonlinear programming problem, and then 2) call an optimization algorithm to solve the resulting problem. In the proposed approach the problem construction step is systematically eliminated, as in the optimization algorithm problem matrices are expressed in terms of abstract functions of the MPC parameters. We present a unifying algorithmic framework based on active-set methods with bounded variables that can cope with linear, nonlinear, and adaptive MPC variants based on a broad class of prediction models and a sum-of-squares cost function. The theoretical and numerical results demonstrate the potential, applicability, and efficiency of the proposed framework for practical real-time embedded MPC.

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Describes a project that uses

Uses Software

• fast_mpc
• Ceres Solver
• CSparse
• CasADi
• Ipopt
• STRSCNE

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