Unifying Sequential Quadratic Programming and Linear-Parameter-Varying Algorithms for Real-Time Model Predictive Control

Fuente: arXiv
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Main Authors: Floch, Kristóf, Lahr, Amon, Tóth, Roland, Zeilinger, Melanie N.
Format: Preprint
Published: 2025
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author Floch, Kristóf
Lahr, Amon
Tóth, Roland
Zeilinger, Melanie N.
author_facet Floch, Kristóf
Lahr, Amon
Tóth, Roland
Zeilinger, Melanie N.
contents This paper presents a unified framework that connects sequential quadratic programming (SQP) and the iterative linear-parameter-varying model predictive control (LPV-MPC) technique. Using the differential formulation of the LPV-MPC, we demonstrate how SQP and LPV-MPC can be unified through a specific choice of scheduling variable and the 2nd Fundamental Theorem of Calculus (FTC) embedding technique and compare their convergence properties. This enables the unification of the zero-order approach of SQP with the LPV-MPC scheduling technique to enhance the computational efficiency of robust and stochastic MPC problems. To demonstrate our findings, we compare the two schemes in a simulation example. Finally, we present real-time feasibility and performance of the zero-order LPV-MPC approach by applying it to Gaussian process (GP)-based MPC for autonomous racing with real-world experiments.
format Preprint
id arxiv_https___arxiv_org_abs_2511_09106
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Unifying Sequential Quadratic Programming and Linear-Parameter-Varying Algorithms for Real-Time Model Predictive Control
Floch, Kristóf
Lahr, Amon
Tóth, Roland
Zeilinger, Melanie N.
Systems and Control
This paper presents a unified framework that connects sequential quadratic programming (SQP) and the iterative linear-parameter-varying model predictive control (LPV-MPC) technique. Using the differential formulation of the LPV-MPC, we demonstrate how SQP and LPV-MPC can be unified through a specific choice of scheduling variable and the 2nd Fundamental Theorem of Calculus (FTC) embedding technique and compare their convergence properties. This enables the unification of the zero-order approach of SQP with the LPV-MPC scheduling technique to enhance the computational efficiency of robust and stochastic MPC problems. To demonstrate our findings, we compare the two schemes in a simulation example. Finally, we present real-time feasibility and performance of the zero-order LPV-MPC approach by applying it to Gaussian process (GP)-based MPC for autonomous racing with real-world experiments.
title Unifying Sequential Quadratic Programming and Linear-Parameter-Varying Algorithms for Real-Time Model Predictive Control
topic Systems and Control
url https://arxiv.org/abs/2511.09106