Constraint-adaptive MPC for large-scale systems: Satisfying state constraints without imposing them

Fuente: arXiv
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Main Authors: Nouwens, S. A. N., de Jager, B., Paulides, M. M., Heemels, W. P. M. H.
Format: Preprint
Published: 2024
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author Nouwens, S. A. N.
de Jager, B.
Paulides, M. M.
Heemels, W. P. M. H.
author_facet Nouwens, S. A. N.
de Jager, B.
Paulides, M. M.
Heemels, W. P. M. H.
contents Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number of constraints have to be adhered to. For such scenarios with a large number of state constraints, this paper proposes two novel MPC schemes for general nonlinear systems, which we call constraint-adaptive MPC. These novel schemes dynamically select at each time step a (varying) set of constraints that are included in the on-line optimization problem. Carefully selecting the included constraints can significantly reduce, as we will demonstrate, the computational complexity with often only a slight impact on the closed-loop performance. Although not all (state) constraints are imposed in the on-line optimization, the schemes still guarantee recursive feasibility and constraint satisfaction. A numerical case study illustrates the proposed MPC schemes and demonstrates the achieved computation time improvements exceeding two orders of magnitude without loss of performance.
format Preprint
id arxiv_https___arxiv_org_abs_2410_18484
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Constraint-adaptive MPC for large-scale systems: Satisfying state constraints without imposing them
Nouwens, S. A. N.
de Jager, B.
Paulides, M. M.
Heemels, W. P. M. H.
Systems and Control
Optimization and Control
Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number of constraints have to be adhered to. For such scenarios with a large number of state constraints, this paper proposes two novel MPC schemes for general nonlinear systems, which we call constraint-adaptive MPC. These novel schemes dynamically select at each time step a (varying) set of constraints that are included in the on-line optimization problem. Carefully selecting the included constraints can significantly reduce, as we will demonstrate, the computational complexity with often only a slight impact on the closed-loop performance. Although not all (state) constraints are imposed in the on-line optimization, the schemes still guarantee recursive feasibility and constraint satisfaction. A numerical case study illustrates the proposed MPC schemes and demonstrates the achieved computation time improvements exceeding two orders of magnitude without loss of performance.
title Constraint-adaptive MPC for large-scale systems: Satisfying state constraints without imposing them
topic Systems and Control
Optimization and Control
url https://arxiv.org/abs/2410.18484