Learning myopic mixed-integer nonlinear model predictive control from expert demonstrations

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Hauptverfasser: Orrico, Christopher Anthony, Heemels, W. P. M. H., Krishnamoorthy, Dinesh
Format: Preprint
Veröffentlicht: 2026
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author Orrico, Christopher Anthony
Heemels, W. P. M. H.
Krishnamoorthy, Dinesh
author_facet Orrico, Christopher Anthony
Heemels, W. P. M. H.
Krishnamoorthy, Dinesh
contents Applying nonlinear model predictive control (NMPC) to systems with hybrid dynamics or discrete actions typically yields mixed-integer nonlinear programs (MINLPs), whose real-time solution remains a major challenge and limits the applicability of mixed-integer NMPC (MINMPC). This paper proposes a myopic MINMPC framework that incorporates value-function approximation to substantially reduce the online computational burden. Using Bellman's principle of optimality, we shorten the prediction horizon and append a value function learned offline from expert state-action demonstrations via inverse optimization with optimality residual minimization. A central feature is the dual treatment of discrete decisions, whereby integer constraints are relaxed during offline learning to enable KKT-residual-based value function synthesis, while the online controller enforces the true integer constraints to ensure feasibility. The learned value function induces a policy that is approximately policy-consistent with the expert demonstrations. The resulting controller achieves high closed-loop performance with a significantly shorter horizon, enabling real-time MINMPC. The effectiveness of the approach is demonstrated on the Lotka-Volterra fishing problem and a satellite attitude control system with discrete actuators.
format Preprint
id arxiv_https___arxiv_org_abs_2605_07401
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Learning myopic mixed-integer nonlinear model predictive control from expert demonstrations
Orrico, Christopher Anthony
Heemels, W. P. M. H.
Krishnamoorthy, Dinesh
Systems and Control
Applying nonlinear model predictive control (NMPC) to systems with hybrid dynamics or discrete actions typically yields mixed-integer nonlinear programs (MINLPs), whose real-time solution remains a major challenge and limits the applicability of mixed-integer NMPC (MINMPC). This paper proposes a myopic MINMPC framework that incorporates value-function approximation to substantially reduce the online computational burden. Using Bellman's principle of optimality, we shorten the prediction horizon and append a value function learned offline from expert state-action demonstrations via inverse optimization with optimality residual minimization. A central feature is the dual treatment of discrete decisions, whereby integer constraints are relaxed during offline learning to enable KKT-residual-based value function synthesis, while the online controller enforces the true integer constraints to ensure feasibility. The learned value function induces a policy that is approximately policy-consistent with the expert demonstrations. The resulting controller achieves high closed-loop performance with a significantly shorter horizon, enabling real-time MINMPC. The effectiveness of the approach is demonstrated on the Lotka-Volterra fishing problem and a satellite attitude control system with discrete actuators.
title Learning myopic mixed-integer nonlinear model predictive control from expert demonstrations
topic Systems and Control
url https://arxiv.org/abs/2605.07401