Low-complexity first-order constraint linearization methods for efficient nonlinear MPC

Giampaolo Torrisi, Sergio Grammatico, Damian Frick, Tommaso Robbiani, Roy S. Smith, Manfred Morari

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

3 Citations (Scopus)

Abstract

In this paper, we analyze first-order methods to find a KKT point of the nonlinear optimization problems arising in Model Predictive Control (MPC). The methods are based on a projected gradient and constraint linearization approach, that is, every iteration is a gradient step, projected onto a linearization of the constraints around the current iterate. We introduce an approach that uses a simple ℓp merit function, which has the computational advantage of not requiring any estimate of the dual variables and keeping the penalty parameter bounded. We then prove global convergence of the proposed method to a KKT point of the nonlinear problem. The first-order methods can be readily implemented in practice via the novel tool FalcOpt. The performance is then illustrated on numerical examples and compared with conventional methods.

Original languageEnglish
Title of host publicationProceedings of the 2017 IEEE 56th Annual Conference on Decision and Control (CDC)
EditorsA Astolfi et al
Place of PublicationPiscataway, NJ, USA
PublisherIEEE
Pages4376-4381
ISBN (Electronic)978-150902873-3
DOIs
Publication statusPublished - 2017
EventCDC 2017: 56th IEEE Annual Conference on Decision and Control - Melbourne, Australia
Duration: 12 Dec 201715 Dec 2017
http://cdc2017.ieeecss.org/

Conference

ConferenceCDC 2017: 56th IEEE Annual Conference on Decision and Control
CountryAustralia
CityMelbourne
Period12/12/1715/12/17
OtherThe CDC is recognized as the premier scientific and engineering conference dedicated to the advancement of the theory and practice of systems and control. The CDC annually brings together an international community of researchers and practitioners in the field of automatic control to discuss new research results, perspectives on future developments, and innovative applications relevant to decision making, systems and control, and related areas.
Internet address

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