Reliably-stabilizing piecewise-affine neural network controllers

Fuente: arXiv
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Autores principales: Fabiani, Filippo, Goulart, Paul J.
Formato: Preprint
Publicado: 2021
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author Fabiani, Filippo
Goulart, Paul J.
author_facet Fabiani, Filippo
Goulart, Paul J.
contents A common problem affecting neural network (NN) approximations of model predictive control (MPC) policies is the lack of analytical tools to assess the stability of the closed-loop system under the action of the NN-based controller. We present a general procedure to quantify the performance of such a controller, or to design minimum complexity NNs with rectified linear units (ReLUs) that preserve the desirable properties of a given MPC scheme. By quantifying the approximation error between NN-based and MPC-based state-to-input mappings, we first establish suitable conditions involving two key quantities, the worst-case error and the Lipschitz constant, guaranteeing the stability of the closed-loop system. We then develop an offline, mixed-integer optimization-based method to compute those quantities exactly. Together these techniques provide conditions sufficient to certify the stability and performance of a ReLU-based approximation of an MPC control law.
format Preprint
id arxiv_https___arxiv_org_abs_2111_07183
institution arXiv
publishDate 2021
record_format arxiv
spellingShingle Reliably-stabilizing piecewise-affine neural network controllers
Fabiani, Filippo
Goulart, Paul J.
Systems and Control
Machine Learning
Optimization and Control
A common problem affecting neural network (NN) approximations of model predictive control (MPC) policies is the lack of analytical tools to assess the stability of the closed-loop system under the action of the NN-based controller. We present a general procedure to quantify the performance of such a controller, or to design minimum complexity NNs with rectified linear units (ReLUs) that preserve the desirable properties of a given MPC scheme. By quantifying the approximation error between NN-based and MPC-based state-to-input mappings, we first establish suitable conditions involving two key quantities, the worst-case error and the Lipschitz constant, guaranteeing the stability of the closed-loop system. We then develop an offline, mixed-integer optimization-based method to compute those quantities exactly. Together these techniques provide conditions sufficient to certify the stability and performance of a ReLU-based approximation of an MPC control law.
title Reliably-stabilizing piecewise-affine neural network controllers
topic Systems and Control
Machine Learning
Optimization and Control
url https://arxiv.org/abs/2111.07183