Data-driven Acceleration of MPC with Guarantees
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| Main Authors: | , , |
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| Format: | Preprint |
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2025
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| _version_ | 1866910233532563456 |
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| author | Castellano, Agustin Pan, Shijie Mallada, Enrique |
| author_facet | Castellano, Agustin Pan, Shijie Mallada, Enrique |
| contents | Model Predictive Control (MPC) is a powerful framework for optimal control but can be too slow for low-latency applications. We present a data-driven framework to accelerate MPC by replacing online optimization with a nonparametric policy constructed from offline MPC solutions. Our policy is greedy with respect to a constructed upper bound on the optimal cost-to-go, and can be implemented as a nonparametric lookup rule that is orders of magnitude faster than solving MPC online. Our analysis shows that under sufficient coverage conditions of the offline data, the policy is recursively feasible and admits provable, bounded optimality gap. These conditions establish an explicit trade-off between the amount of data collected and the tightness of the bounds. New solutions can be incorporated straightforwardly without the need for retraining, enabling continual improvement. Our experiments show that this policy is between 100 and 1000 times faster than standard MPC with only a modest hit to optimality, showing potential for real-time control tasks. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_13588 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Data-driven Acceleration of MPC with Guarantees Castellano, Agustin Pan, Shijie Mallada, Enrique Systems and Control Artificial Intelligence Dynamical Systems Model Predictive Control (MPC) is a powerful framework for optimal control but can be too slow for low-latency applications. We present a data-driven framework to accelerate MPC by replacing online optimization with a nonparametric policy constructed from offline MPC solutions. Our policy is greedy with respect to a constructed upper bound on the optimal cost-to-go, and can be implemented as a nonparametric lookup rule that is orders of magnitude faster than solving MPC online. Our analysis shows that under sufficient coverage conditions of the offline data, the policy is recursively feasible and admits provable, bounded optimality gap. These conditions establish an explicit trade-off between the amount of data collected and the tightness of the bounds. New solutions can be incorporated straightforwardly without the need for retraining, enabling continual improvement. Our experiments show that this policy is between 100 and 1000 times faster than standard MPC with only a modest hit to optimality, showing potential for real-time control tasks. |
| title | Data-driven Acceleration of MPC with Guarantees |
| topic | Systems and Control Artificial Intelligence Dynamical Systems |
| url | https://arxiv.org/abs/2511.13588 |