Geometric Data-Driven Dimensionality Reduction in MPC with Guarantees

Fuente: arXiv
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Autores principales: Schurig, Roland, Himmel, Andreas, Findeisen, Rolf
Formato: Preprint
Publicado: 2023
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author Schurig, Roland
Himmel, Andreas
Findeisen, Rolf
author_facet Schurig, Roland
Himmel, Andreas
Findeisen, Rolf
contents We address the challenge of dimension reduction in the discrete-time optimal control problem which is solved repeatedly online within the framework of model predictive control. Our study demonstrates that a reduced-order approach, aimed at identifying a suboptimal solution within a low-dimensional subspace, retains the stability and recursive feasibility characteristics of the original problem. We present a necessary and sufficient condition for ensuring initial feasibility, which is seamlessly integrated into the subspace design process. Additionally, we employ techniques from optimization on Riemannian manifolds to develop a subspace that efficiently represents a collection of pre-specified high-dimensional data points, all while adhering to the initial admissibility constraint.
format Preprint
id arxiv_https___arxiv_org_abs_2312_02734
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Geometric Data-Driven Dimensionality Reduction in MPC with Guarantees
Schurig, Roland
Himmel, Andreas
Findeisen, Rolf
Systems and Control
Optimization and Control
We address the challenge of dimension reduction in the discrete-time optimal control problem which is solved repeatedly online within the framework of model predictive control. Our study demonstrates that a reduced-order approach, aimed at identifying a suboptimal solution within a low-dimensional subspace, retains the stability and recursive feasibility characteristics of the original problem. We present a necessary and sufficient condition for ensuring initial feasibility, which is seamlessly integrated into the subspace design process. Additionally, we employ techniques from optimization on Riemannian manifolds to develop a subspace that efficiently represents a collection of pre-specified high-dimensional data points, all while adhering to the initial admissibility constraint.
title Geometric Data-Driven Dimensionality Reduction in MPC with Guarantees
topic Systems and Control
Optimization and Control
url https://arxiv.org/abs/2312.02734