Blocking parameterizations for improving the computational tractability of affine disturbance feedback MPC problems

Many model predictive control (MPC) schemes suffer from high computational complexity. Especially robust MPC schemes, which explicitly account for the effects of disturbances, can result in computationally intractable problems. So-called move-blocking is an effective method of reducing the computational complexity of MPC problems. Unfortunately move-blocking precludes the use of terminal constraints as a means of enforcing strong feasibility of MPC problems. Thus move-blocking MPC has traditionally been employed without rigorous guarantees of constraint satisfaction. A method for enforcing strong feasibility of nominal move-blocking MPC problems was recently developed. The contribution of this paper is to generalize this method and employ it for the purpose of enforcing strong feasibility of move-blocking affine disturbance feedback robust MPC problems. Furthermore the effectiveness of different disturbance-feedback blocking strategies is investigated by means of a numerical example

Strongly feasible stochastic model predictive control

In this article we develop a systematic approach to enforce strong feasibility of probabilistically constrained stochastic model predictive control problems for linear discrete-time systems under affine disturbance feedback policies. Two approaches are presented, both of which capitalize and extend the machinery of invariant sets to a stochastic environment. The first approach employs an invariant set as a terminal constraint, whereas the second one constrains the first predicted state. Consequently, the second approach turns out to be completely independent of the policy in question and moreover it produces the largest feasible set amongst all admissible policies. As a result, a trade-off between computational complexity and performance can be found without compromising feasibility properties. Our results are demonstrated by means of two numerical examples

Blocking parameterizations for improving the computational tractability of affine disturbance feedback MPC problems

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Operational Research: Methods and Applications

Throughout its history, Operational Research has evolved to include a variety of methods, models and algorithms that have been applied to a diverse and wide range of contexts. This encyclopedic article consists of two main sections: methods and applications. The first aims to summarise the up-to-date knowledge and provide an overview of the state-of-the-art methods and key developments in the various subdomains of the field. The second offers a wide-ranging list of areas where Operational Research has been applied. The article is meant to be read in a nonlinear fashion. It should be used as a point of reference or first-port-of-call for a diverse pool of readers: academics, researchers, students, and practitioners. The entries within the methods and applications sections are presented in alphabetical order. The authors dedicate this paper to the 2023 Turkey/Syria earthquake victims. We sincerely hope that advances in OR will play a role towards minimising the pain and suffering caused by this and future catastrophes