Large problems are not necessarily hard: A case study on distributed NMPC paying off

Fuente: arXiv
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Autori principali: Stomberg, Gösta, Raetsch, Maurice, Engelmann, Alexander, Faulwasser, Timm
Natura: Preprint
Pubblicazione: 2024
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author Stomberg, Gösta
Raetsch, Maurice
Engelmann, Alexander
Faulwasser, Timm
author_facet Stomberg, Gösta
Raetsch, Maurice
Engelmann, Alexander
Faulwasser, Timm
contents A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the prospect of scaling well by parallelizing computations among subsystems. However, communication delays may deteriorate the performance of decentralized optimization, if excessively many iterations are required per control step. Moreover, centralized solvers often exhibit faster asymptotic convergence rates and, by parallelizing costly linear algebra operations, they can also benefit from modern multicore computing architectures. On this canvas, we study the computational performance of cooperative DMPC for linear and nonlinear systems. To this end, we apply a tailored decentralized real-time iteration scheme to frequency control for power systems. DMPC scales well for the considered linear and nonlinear benchmarks, as the iteration number does not depend on the number of subsystems. Comparisons with multi-threaded centralized solvers demonstrate competitive performance of the proposed decentralized optimization algorithms.
format Preprint
id arxiv_https___arxiv_org_abs_2411_05627
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Large problems are not necessarily hard: A case study on distributed NMPC paying off
Stomberg, Gösta
Raetsch, Maurice
Engelmann, Alexander
Faulwasser, Timm
Optimization and Control
Systems and Control
A key motivation in the development of Distributed Model Predictive Control (DMPC) is to accelerate centralized Model Predictive Control (MPC) for large-scale systems. DMPC has the prospect of scaling well by parallelizing computations among subsystems. However, communication delays may deteriorate the performance of decentralized optimization, if excessively many iterations are required per control step. Moreover, centralized solvers often exhibit faster asymptotic convergence rates and, by parallelizing costly linear algebra operations, they can also benefit from modern multicore computing architectures. On this canvas, we study the computational performance of cooperative DMPC for linear and nonlinear systems. To this end, we apply a tailored decentralized real-time iteration scheme to frequency control for power systems. DMPC scales well for the considered linear and nonlinear benchmarks, as the iteration number does not depend on the number of subsystems. Comparisons with multi-threaded centralized solvers demonstrate competitive performance of the proposed decentralized optimization algorithms.
title Large problems are not necessarily hard: A case study on distributed NMPC paying off
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2411.05627