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

Real-time Predictive Energy Management of Hybrid Electric Heavy Vehicles by Sequential Programming

With the objective of reducing fuel consumption, this paper presents real-time predictive energy management of hybrid electric heavy vehicles. We propose an optimal control strategy that determines the power split between different vehicle power sources and brakes. Based on the model predictive control (MPC) and sequential programming, the optimal trajectories of the vehicle velocity and battery state of charge are found for upcoming horizons with a length of 5-20 km. Then, acceleration and brake pedal positions together with the battery usage are regulated to follow the requested speed and state of charge that is verified using a vehicle plant model. The main contribution of this paper is the development of a sequential linear program for predictive energy management that is faster and simpler than sequential quadratic programming in tested solvers and gives trajectories that are very close to the best trajectories found by nonlinear programming. The performance of the method is also compared to two different sequential quadratic programs

A globally convergent filter-trust-region method for large deformation contact problems

We present a globally convergent method for the solution of frictionless large deformation contact problems for hyperelastic materials. The discretization uses the mortar method which is known to be more stable than node-to-segment approaches. The resulting nonconvex constrained minimization problems are solved using a filter--trust-region scheme, and we prove global convergence towards first-order optimal points. The constrained Newton problems are solved robustly and efficiently using a truncated nonsmooth Newton multigrid method with a monotone multigrid linear correction step. For this we introduce a cheap basis transformation that decouples the contact constraints. Numerical experiments confirm the stability and efficiency of our approach

Efficient hybrid algorithms to solve mixed discrete-continuous optimization problems: A comparative study

Purpose: – In real world cases, it is common to encounter mixed discrete-continuous problems where some or all of the variables may take only discrete values. To solve these non-linear optimization problems, it is very time-consuming in use of finite element methods. The purpose of this paper is to study the efficiency of the proposed hybrid algorithms for the mixed discrete-continuous optimization, and compares it with the performance of Genetic Algorithms (GA). Design/methodology/approach: – In this paper, the enhanced multipoint approximation method (MAM) is utilized to reduce the original nonlinear optimization problem to a sequence of approximations. Then, the Sequential Quadratic Programming (SQP) technique is applied to find the continuous solution. Following that, the implementation of discrete capability into the MAM is developed to solve the mixed discrete-continuous optimization problems. Findings: – The efficiency and rate of convergence of the developed hybrid algorithms outperforming GA are examined by six detailed case studies in the ten-bar planar truss problem and the superiority of the Hooke-Jeeves assisted MAM algorithm over the other two hybrid algorithms and GAs is concluded. Originality/value: – The authors propose three efficient hybrid algorithms: the rounding-off, the coordinate search, and the Hooke-Jeeves search assisted MAMs, to solve nonlinear mixed discrete-continuous optimization problems. Implementations include the development of new procedures for sampling discrete points, the modification of the trust region adaptation strategy, and strategies for solving mix optimization problems. To improve the efficiency and effectiveness of metamodel construction, regressors φ defined in this paper can have the form in common with the empirical formulation of the problems in many engineering subjects