A Simple and Efficient Algorithm for Nonlinear Model Predictive Control

We present PANOC, a new algorithm for solving optimal control problems arising in nonlinear model predictive control (NMPC). A usual approach to this type of problems is sequential quadratic programming (SQP), which requires the solution of a quadratic program at every iteration and, consequently, inner iterative procedures. As a result, when the problem is ill-conditioned or the prediction horizon is large, each outer iteration becomes computationally very expensive. We propose a line-search algorithm that combines forward-backward iterations (FB) and Newton-type steps over the recently introduced forward-backward envelope (FBE), a continuous, real-valued, exact merit function for the original problem. The curvature information of Newton-type methods enables asymptotic superlinear rates under mild assumptions at the limit point, and the proposed algorithm is based on very simple operations: access to first-order information of the cost and dynamics and low-cost direct linear algebra. No inner iterative procedure nor Hessian evaluation is required, making our approach computationally simpler than SQP methods. The low-memory requirements and simple implementation make our method particularly suited for embedded NMPC applications

Fast Non-Parametric Learning to Accelerate Mixed-Integer Programming for Online Hybrid Model Predictive Control

Today's fast linear algebra and numerical optimization tools have pushed the frontier of model predictive control (MPC) forward, to the efficient control of highly nonlinear and hybrid systems. The field of hybrid MPC has demonstrated that exact optimal control law can be computed, e.g., by mixed-integer programming (MIP) under piecewise-affine (PWA) system models. Despite the elegant theory, online solving hybrid MPC is still out of reach for many applications. We aim to speed up MIP by combining geometric insights from hybrid MPC, a simple-yet-effective learning algorithm, and MIP warm start techniques. Following a line of work in approximate explicit MPC, the proposed learning-control algorithm, LNMS, gains computational advantage over MIP at little cost and is straightforward for practitioners to implement

A new T-S fuzzy model predictive control for nonlinear processes

Abstract: In this paper, a novel fuzzy Generalized Predictive Control (GPC) is proposed for discrete-time nonlinear systems via Takagi-Sugeno system based Kernel Ridge Regression (TS-KRR). The TS-KRR strategy approximates the unknown nonlinear systems by learning the Takagi-Sugeno (TS) fuzzy parameters from the input-output data. Two main steps are required to construct the TS-KRR: the first step is to use a clustering algorithm such as the clustering based Particle Swarm Optimization (PSO) algorithm that separates the input data into clusters and obtains the antecedent TS fuzzy model parameters. In the second step, the consequent TS fuzzy parameters are obtained using a Kernel ridge regression algorithm. Furthermore, the TS based predictive control is created by integrating the TS-KRR into the Generalized Predictive Controller. Next, an adaptive, online, version of TS-KRR is proposed and integrated with the GPC controller resulting an efficient adaptive fuzzy generalized predictive control methodology that can deal with most of the industrial plants and has the ability to deal with disturbances and variations of the model parameters. In the adaptive TS-KRR algorithm, the antecedent parameters are initialized with a simple K-means algorithm and updated using a simple gradient algorithm. Then, the consequent parameters are obtained using the sliding-window Kernel Recursive Least squares (KRLS) algorithm. Finally, two nonlinear systems: A surge tank and Continuous Stirred Tank Reactor (CSTR) systems were used to investigate the performance of the new adaptive TS-KRR GPC controller. Furthermore, the results obtained by the adaptive TS-KRR GPC controller were compared with two other controllers. The numerical results demonstrate the reliability of the proposed adaptive TS-KRR GPC method for discrete-time nonlinear systems

Manufacturing systems considered as time domain control systems : receding horizon control and observers

This thesis considers manufacturing systems and model-based controller design, as well as their combinations. The objective of a manufacturing system is to create products from a selected group of raw materials and semifinished goods. In the field of manufacturing systems control is an important issue appearing at various operation levels. At the level of fabrication, for example, control is necessary in order to assure properly working production processes such that products are being fabricated in the desired way. At a higher level in the hierarchy of manufacturing system control, the product streams through the system are controlled in order to satisfy, for example, customer demands in an optimal way. Here, the definition of optimal can be interpreted in various ways, such as "with the least possible costs in terms of money" or "in the shortest possible time". In this research, the attention is focussed on this higher hierarchy level of manufacturing system control. In the literature, many heuristic methods have been developed for the control of a manufacturing system. Nowadays, some heuristicmethods are still being used in combination with operator experience for management of resources and planning of production. However, as the complexity of the manufacturing systems increases rapidly, the (simple) heuristic methods and operator experience will at some point become incapable of finding an optimal control strategy. In this dissertation the potential of consideringmanufacturing system control from a control systems point of view is investigated. The ultimate goal of the research is to eventually obtain a more constructive way to address controller design for manufacturing systems. One control strategy from control systems theory, on which is in particularly focused in this research, is a model-based receding horizon control strategy, known in literature as Model Predictive Control (MPC). Since in manufacturing systems a lot of physical system constraints are involved, like for example finite machine process capacities, finite product storage capacities, finite product arrival rates, etc., the capability for a manufacturing control strategy to handle those constraints is a necessity. One of the key features of model predictive control is the capability of handling constraints in the controller design. This is one of the major motivations to investigate the model predictive control principle as a control strategy for manufacturing systems. Other issues that are important and that the model predictive control design methodology can handle is to enforce optimality, to introduce feedback, and the capability of allowing for mixed continuous and discrete model structures. The later are typically encountered when models of manufacturing systems are derived. The main results that are obtained in this dissertation and that are relevant in the context of manufacturing systems control, but are certainly also relevant beyond this field are: • One has developed an robust computationally friendly nonlinear model predictive control algorithm that can handle model structures with mixed continuous and discrete dynamics. The algorithm can be designed for additive disturbance rejection purposes; • Robustness (with respect to measurement noise) results that are in particulary of interest in the field of nonlinear model predictive control are obtained; • An asymptotically stabilizing output based nonlinear model predictive control scheme for a class of nonlinear discrete-time systems is developed. Results that are relevant in the context of manufacturing systems control are: • It is illustrated howthe aforementioned developed robust computationally friendly nonlinear model predictive control algorithm can be employed to solve a large scale manufacturing control problem in an efficient decentralized manner; • The relation between the so-called event domain modeling approaches for a class of discrete-eventmanufacturing systems to time domainmodels is derived. This results enables one to solve seemingly untractable time domain formulated optimal control problems for a class of manufacturing systems in a tractable manner; • An observer theory for a class of discrete-event manufacturing systems is developed

Model-based Reinforcement Learning with Parametrized Physical Models and Optimism-Driven Exploration

In this paper, we present a robotic model-based reinforcement learning method that combines ideas from model identification and model predictive control. We use a feature-based representation of the dynamics that allows the dynamics model to be fitted with a simple least squares procedure, and the features are identified from a high-level specification of the robot's morphology, consisting of the number and connectivity structure of its links. Model predictive control is then used to choose the actions under an optimistic model of the dynamics, which produces an efficient and goal-directed exploration strategy. We present real time experimental results on standard benchmark problems involving the pendulum, cartpole, and double pendulum systems. Experiments indicate that our method is able to learn a range of benchmark tasks substantially faster than the previous best methods. To evaluate our approach on a realistic robotic control task, we also demonstrate real time control of a simulated 7 degree of freedom arm.Comment: 8 page

Feedback and time are essential for the optimal control of computing systems

The performance, reliability, cost, size and energy usage of computing systems can be improved by one or more orders of magnitude by the systematic use of modern control and optimization methods. Computing systems rely on the use of feedback algorithms to schedule tasks, data and resources, but the models that are used to design these algorithms are validated using open-loop metrics. By using closed-loop metrics instead, such as the gap metric developed in the control community, it should be possible to develop improved scheduling algorithms and computing systems that have not been over-engineered. Furthermore, scheduling problems are most naturally formulated as constraint satisfaction or mathematical optimization problems, but these are seldom implemented using state of the art numerical methods, nor do they explicitly take into account the fact that the scheduling problem itself takes time to solve. This paper makes the case that recent results in real-time model predictive control, where optimization problems are solved in order to control a process that evolves in time, are likely to form the basis of scheduling algorithms of the future. We therefore outline some of the research problems and opportunities that could arise by explicitly considering feedback and time when designing optimal scheduling algorithms for computing systems

Gaussian Process Model Predictive Control of An Unmanned Quadrotor

The Model Predictive Control (MPC) trajectory tracking problem of an unmanned quadrotor with input and output constraints is addressed. In this article, the dynamic models of the quadrotor are obtained purely from operational data in the form of probabilistic Gaussian Process (GP) models. This is different from conventional models obtained through Newtonian analysis. A hierarchical control scheme is used to handle the trajectory tracking problem with the translational subsystem in the outer loop and the rotational subsystem in the inner loop. Constrained GP based MPC are formulated separately for both subsystems. The resulting MPC problems are typically nonlinear and non-convex. We derived 15 a GP based local dynamical model that allows these optimization problems to be relaxed to convex ones which can be efficiently solved with a simple active-set algorithm. The performance of the proposed approach is compared with an existing unconstrained Nonlinear Model Predictive Control (NMPC). Simulation results show that the two approaches exhibit similar trajectory tracking performance. However, our approach has the advantage of incorporating constraints on the control inputs. In addition, our approach only requires 20% of the computational time for NMPC.Comment: arXiv admin note: text overlap with arXiv:1612.0121

A Family of Iterative Gauss-Newton Shooting Methods for Nonlinear Optimal Control

This paper introduces a family of iterative algorithms for unconstrained nonlinear optimal control. We generalize the well-known iLQR algorithm to different multiple-shooting variants, combining advantages like straight-forward initialization and a closed-loop forward integration. All algorithms have similar computational complexity, i.e. linear complexity in the time horizon, and can be derived in the same computational framework. We compare the full-step variants of our algorithms and present several simulation examples, including a high-dimensional underactuated robot subject to contact switches. Simulation results show that our multiple-shooting algorithms can achieve faster convergence, better local contraction rates and much shorter runtimes than classical iLQR, which makes them a superior choice for nonlinear model predictive control applications.Comment: 8 page