Efficient computation of Lipschitz constants for MPC with symmetries

Fuente: arXiv
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Auteurs principaux: Teichrib, Dieter, Darup, Moritz Schulze
Format: Preprint
Publié: 2023
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author Teichrib, Dieter
Darup, Moritz Schulze
author_facet Teichrib, Dieter
Darup, Moritz Schulze
contents Lipschitz constants for linear MPC are useful for certifying inherent robustness against unmodeled disturbances or robustness for neural network-based approximations of the control law. In both cases, knowing the minimum Lipschitz constant leads to less conservative certifications. Computing this minimum Lipschitz constant is trivial given the explicit MPC. However, the computation of the explicit MPC may be intractable for complex systems. The paper discusses a method for efficiently computing the minimum Lipschitz constant without using the explicit control law. The proposed method simplifies a recently presented mixed-integer linear program (MILP) that computes the minimum Lipschitz constant. The simplification is obtained by exploiting saturation and symmetries of the control law and irrelevant constraints of the optimal control problem.
format Preprint
id arxiv_https___arxiv_org_abs_2311_04580
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Efficient computation of Lipschitz constants for MPC with symmetries
Teichrib, Dieter
Darup, Moritz Schulze
Optimization and Control
Systems and Control
Lipschitz constants for linear MPC are useful for certifying inherent robustness against unmodeled disturbances or robustness for neural network-based approximations of the control law. In both cases, knowing the minimum Lipschitz constant leads to less conservative certifications. Computing this minimum Lipschitz constant is trivial given the explicit MPC. However, the computation of the explicit MPC may be intractable for complex systems. The paper discusses a method for efficiently computing the minimum Lipschitz constant without using the explicit control law. The proposed method simplifies a recently presented mixed-integer linear program (MILP) that computes the minimum Lipschitz constant. The simplification is obtained by exploiting saturation and symmetries of the control law and irrelevant constraints of the optimal control problem.
title Efficient computation of Lipschitz constants for MPC with symmetries
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2311.04580