A Parametric Nonconvex Decomposition Algorithm for Real-Time and Distributed NMPC
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Publication:2980658
DOI10.1109/TAC.2015.2426231zbMATH Open1359.90134arXiv1408.5120OpenAlexW2042005915MaRDI QIDQ2980658FDOQ2980658
Authors: Jean-Hubert Hours, Colin N. Jones 
Publication date: 3 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Abstract: A novel decomposition scheme to solve parametric non-convex programs as they arise in Nonlinear Model Predictive Control (NMPC) is presented. It consists of a fixed number of alternating proximal gradient steps and a dual update per time step. Hence, the proposed approach is attractive in a real-time distributed context. Assuming that the Nonlinear Program (NLP) is semi-algebraic and that its critical points are strongly regular, contraction of the sequence of primal-dual iterates is proven, implying stability of the sub-optimality error, under some mild assumptions. Moreover, it is shown that the performance of the optimality-tracking scheme can be enhanced via a continuation technique. The efficacy of the proposed decomposition method is demonstrated by solving a centralised NMPC problem to control a DC motor and a distributed NMPC program for collaborative tracking of unicycles, both within a real-time framework. Furthermore, an analysis of the sub-optimality error as a function of the sampling period is proposed given a fixed computational power.
Full work available at URL: https://arxiv.org/abs/1408.5120
Cited In (8)
- Discrete-time Euler-smoothing methods for time-varying convex constrained optimization
- Low-Complexity Method for Hybrid MPC with Local Guarantees
- Fast and stable nonconvex constrained distributed optimization: the ELLADA algorithm
- General four-step discrete-time zeroing and derivative dynamics applied to time-varying nonlinear optimization
- An alternating trust region algorithm for distributed linearly constrained nonlinear programs, application to the optimal power flow problem
- Recent advances in quadratic programming algorithms for nonlinear model predictive control
- Distributed modifier-adaptation schemes for the real-time optimisation of uncertain interconnected systems
- Personalized optimization with user's feedback
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