Learning Economic Model Predictive Control via Clustering and Kernel-Based Lipschitz Regression

Fuente: arXiv
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Autori principali: Xiong, Weiliang, He, Defeng, Du, Haiping
Natura: Preprint
Pubblicazione: 2025
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author Xiong, Weiliang
He, Defeng
Du, Haiping
author_facet Xiong, Weiliang
He, Defeng
Du, Haiping
contents This paper presents a novel learning economic model predictive control scheme for uncertain nonlinear systems subject to input and state constraints and unknown dynamics. We design a fast and accurate Lipschitz regression method using input and output data that combines clustering and kernel regression to learn the unknown dynamics. In each cluster, the parallel convex optimization problems are solved to estimate the kernel weights and reduce the Lipschitz constant of the predictor, hence limiting the error propagation in the prediction horizon. We derive the two different bounds of learning errors in deterministic and probabilistic forms and customize a new robust constraint-tightening strategy for the discontinuous predictor. Then, the learning economic model predictive control algorithm is formulated by introducing a stabilized optimization problem to construct a Lyapunov function. Sufficient conditions are derived to ensure the recursive feasibility and input-to-state stability of the closed-loop system. The effectiveness of the proposed algorithm is verified by simulations of a numerical example and a continuously stirred tank reactor.
format Preprint
id arxiv_https___arxiv_org_abs_2505_04904
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Learning Economic Model Predictive Control via Clustering and Kernel-Based Lipschitz Regression
Xiong, Weiliang
He, Defeng
Du, Haiping
Systems and Control
93D15, 93D09
This paper presents a novel learning economic model predictive control scheme for uncertain nonlinear systems subject to input and state constraints and unknown dynamics. We design a fast and accurate Lipschitz regression method using input and output data that combines clustering and kernel regression to learn the unknown dynamics. In each cluster, the parallel convex optimization problems are solved to estimate the kernel weights and reduce the Lipschitz constant of the predictor, hence limiting the error propagation in the prediction horizon. We derive the two different bounds of learning errors in deterministic and probabilistic forms and customize a new robust constraint-tightening strategy for the discontinuous predictor. Then, the learning economic model predictive control algorithm is formulated by introducing a stabilized optimization problem to construct a Lyapunov function. Sufficient conditions are derived to ensure the recursive feasibility and input-to-state stability of the closed-loop system. The effectiveness of the proposed algorithm is verified by simulations of a numerical example and a continuously stirred tank reactor.
title Learning Economic Model Predictive Control via Clustering and Kernel-Based Lipschitz Regression
topic Systems and Control
93D15, 93D09
url https://arxiv.org/abs/2505.04904