A Semismooth Predictor Corrector Method for Real-Time Constrained Parametric Optimization with Applications in Model Predictive Control

Real-time optimization problems are ubiquitous in control and estimation, and are typically parameterized by incoming measurement data and/or operator commands. This paper proposes solving parameterized constrained nonlinear programs using a semismooth predictor-corrector (SSPC) method. Nonlinear complementarity functions are used to reformulate the first order necessary conditions of the optimization problem into a parameterized non-smooth root-finding problem. Starting from an approximate solution, a semismooth Euler-Newton algorithm is proposed for tracking the trajectory of the primal-dual solution as the parameter varies over time. Active set changes are naturally handled by the SSPC method, which only requires the solution of linear systems of equations. The paper establishes conditions under which the solution trajectories of the root-finding problem are well behaved and provides sufficient conditions for ensuring boundedness of the tracking error. Numerical case studies featuring the application of the SSPC method to nonlinear model predictive control are reported and demonstrate the advantages of the proposed method

Variational and Time-Distributed Methods for Real-time Model Predictive Control

This dissertation concerns the theoretical, algorithmic, and practical aspects of solving optimal control problems (OCPs) in real-time. The topic is motivated by Model Predictive Control (MPC), a powerful control technique for constrained, nonlinear systems that computes control actions by solving a parameterized OCP at each sampling instant. To successfully implement MPC, these parameterized OCPs need to be solved in real-time. This is a significant challenge for systems with fast dynamics and/or limited onboard computing power and is often the largest barrier to the deployment of MPC controllers. The contributions of this dissertation are as follows. First, I present a system theoretic analysis of Time-distributed Optimization (TDO) in Model Predictive Control. When implemented using TDO, an MPC controller distributed optimization iterates over time by maintaining a running solution estimate for the optimal control problem and updating it at each sampling instant. The resulting controller can be viewed as a dynamic compensator which is placed in closed-loop with the plant. The resulting coupled plant-optimizer system is analyzed using input-to-state stability concepts and sufficient conditions for stability and constraint satisfaction are derived. When applied to time distributed sequential quadratic programming, the framework significantly extends the existing theoretical analysis for the real-time iteration scheme. Numerical simulations are presented that demonstrate the effectiveness of the scheme. Second, I present the Proximally Stabilized Fischer-Burmeister (FBstab) algorithm for convex quadratic programming. FBstab is a novel algorithm that synergistically combines the proximal point algorithm with a primal-dual semismooth Newton-type method. FBstab is numerically robust, easy to warmstart, handles degenerate primal-dual solutions, detects infeasibility/unboundedness and requires only that the Hessian matrix be positive semidefinite. The chapter outlines the algorithm, provides convergence and convergence rate proofs, and reports some numerical results from model predictive control benchmarks and from the Maros-Meszaros test set. Overall, FBstab shown to be is competitive with state of the art methods and to be especially promising for model predictive control and other parameterized problems. Finally, I present an experimental application of some of the approaches from the first two chapters: Emissions oriented supervisory model predictive control (SMPC) of a diesel engine. The control objective is to reduce engine-out cumulative NOx and total hydrocarbon (THC) emissions. This is accomplished using an MPC controller which minimizes deviation from optimal setpoints, subject to combustion quality constraints, by coordinating the fuel input and the EGR rate target provided to an inner-loop airpath controller. The SMPC controller is implemented using TDO and a variant of FBstab which allows us to achieve sub-millisecond controller execution times. We experimentally demonstrate 10-15% cumulative emissions reductions over the Worldwide Harmonized Light Vehicles Test Cycle (WLTC) drivecycle.PHDAerospace EngineeringUniversity of Michigan, Horace H. Rackham School of Graduate Studieshttps://deepblue.lib.umich.edu/bitstream/2027.42/155167/1/dliaomcp_1.pd

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Geometric partial differential equations: Surface and bulk processes

The workshop brought together experts representing a wide range of topics in geometric partial differential equations ranging from analyis over numerical simulation to real-life applications. The main themes of the conference were the analysis of curvature energies, new developments in pdes on surfaces and the treatment of coupled bulk/surface problems