Stability Properties of the Adaptive Horizon Multi-Stage MPC

This paper presents an adaptive horizon multi-stage model-predictive control (MPC) algorithm. It establishes appropriate criteria for recursive feasibility and robust stability using the theory of input-to-state practical stability (ISpS). The proposed algorithm employs parametric nonlinear programming (NLP) sensitivity and terminal ingredients to determine the minimum stabilizing prediction horizon for all the scenarios considered in the subsequent iterations of the multi-stage MPC. This technique notably decreases the computational cost in nonlinear model-predictive control systems with uncertainty, as they involve solving large and complex optimization problems. The efficacy of the controller is illustrated using three numerical examples that illustrate a reduction in computational delay in multi-stage MPC.Comment: Accepted for publication in Elsevier's Journal of Process Contro

Economic MPC with periodic terminal constraints of nonlinear differential-algebraic-equation systems: Application to drinking water networks

© 2026 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other worksIn this paper, an Economic Model Predictive Control (EMPC) strategy with periodic terminal constraints is addressed for nonlinear differential-algebraic-equation systems with an application to Drinking Water Networks (DWNs). DWNs have some periodic behaviours because of the daily seasonality of water demands and electrical energy price. The periodic terminal constraint and economic terminal cost are implemented in the EMPC controller design for the purpose of achieving convergence. The feasibility of the proposed EMPC strategy when disturbances are considered is guaranteed by means of soft constraints implemented by using slack variables. Finally, the comparison results in a case study of the D-Town water network is provided by applying the EMPC strategy with or without periodic terminal constraints.Accepted versio

Optimal management of bio-based energy supply chains under parametric uncertainty through a data-driven decision-support framework

This paper addresses the optimal management of a multi-objective bio-based energy supply chain network subjected to multiple sources of uncertainty. The complexity to obtain an optimal solution using traditional uncertainty management methods dramatically increases with the number of uncertain factors considered. Such a complexity produces that, if tractable, the problem is solved after a large computational effort. Therefore, in this work a data-driven decision-making framework is proposed to address this issue. Such a framework exploits machine learning techniques to efficiently approximate the optimal management decisions considering a set of uncertain parameters that continuously influence the process behavior as an input. A design of computer experiments technique is used in order to combine these parameters and produce a matrix of representative information. These data are used to optimize the deterministic multi-objective bio-based energy network problem through conventional optimization methods, leading to a detailed (but elementary) map of the optimal management decisions based on the uncertain parameters. Afterwards, the detailed data-driven relations are described/identified using an Ordinary Kriging meta-model. The result exhibits a very high accuracy of the parametric meta-models for predicting the optimal decision variables in comparison with the traditional stochastic approach. Besides, and more importantly, a dramatic reduction of the computational effort required to obtain these optimal values in response to the change of the uncertain parameters is achieved. Thus the use of the proposed data-driven decision tool promotes a time-effective optimal decision making, which represents a step forward to use data-driven strategy in large-scale/complex industrial problems.Peer ReviewedPostprint (published version

Robust predictive feedback control for constrained systems

A new method for the design of predictive controllers for SISO systems is presented. The proposed technique allows uncertainties and constraints to be concluded in the design of the control law. The goal is to design, at each sample instant, a predictive feedback control law that minimizes a performance measure and guarantees of constraints are satisfied for a set of models that describes the system to be controlled. The predictive controller consists of a finite horizon parametric-optimization problem with an additional constraint over the manipulated variable behavior. This is an end-constraint based approach that ensures the exponential stability of the closed-loop system. The inclusion of this additional constraint, in the on-line optimization algorithm, enables robust stability properties to be demonstrated for the closed-loop system. This is the case even though constraints and disturbances are present. Finally, simulation results are presented using a nonlinear continuous stirred tank reactor model

A Parallel Decomposition Scheme for Solving Long-Horizon Optimal Control Problems

We present a temporal decomposition scheme for solving long-horizon optimal control problems. In the proposed scheme, the time domain is decomposed into a set of subdomains with partially overlapping regions. Subproblems associated with the subdomains are solved in parallel to obtain local primal-dual trajectories that are assembled to obtain the global trajectories. We provide a sufficient condition that guarantees convergence of the proposed scheme. This condition states that the effect of perturbations on the boundary conditions (i.e., initial state and terminal dual/adjoint variable) should decay asymptotically as one moves away from the boundaries. This condition also reveals that the scheme converges if the size of the overlap is sufficiently large and that the convergence rate improves with the size of the overlap. We prove that linear quadratic problems satisfy the asymptotic decay condition, and we discuss numerical strategies to determine if the condition holds in more general cases. We draw upon a non-convex optimal control problem to illustrate the performance of the proposed scheme