A Parallel Riccati Factorization Algorithm with Applications to Model Predictive Control

Model Predictive Control (MPC) is increasing in popularity in industry as more efficient algorithms for solving the related optimization problem are developed. The main computational bottle-neck in on-line MPC is often the computation of the search step direction, i.e. the Newton step, which is often done using generic sparsity exploiting algorithms or Riccati recursions. However, as parallel hardware is becoming increasingly popular the demand for efficient parallel algorithms for solving the Newton step is increasing. In this paper a tailored, non-iterative parallel algorithm for computing the Riccati factorization is presented. The algorithm exploits the special structure in the MPC problem, and when sufficiently many processing units are available, the complexity of the algorithm scales logarithmically in the prediction horizon. Computing the Newton step is the main computational bottle-neck in many MPC algorithms and the algorithm can significantly reduce the computation cost for popular state-of-the-art MPC algorithms

Controlling the level of sparsity in MPC

In optimization routines used for on-line Model Predictive Control (MPC), linear systems of equations are usually solved in each iteration. This is true both for Active Set (AS) methods as well as for Interior Point (IP) methods, and for linear MPC as well as for nonlinear MPC and hybrid MPC. The main computational effort is spent while solving these linear systems of equations, and hence, it is of greatest interest to solve them efficiently. Classically, the optimization problem has been formulated in either of two different ways. One of them leading to a sparse linear system of equations involving relatively many variables to solve in each iteration and the other one leading to a dense linear system of equations involving relatively few variables. In this work, it is shown that it is possible not only to consider these two distinct choices of formulations. Instead it is shown that it is possible to create an entire family of formulations with different levels of sparsity and number of variables, and that this extra degree of freedom can be exploited to get even better performance with the software and hardware at hand. This result also provides a better answer to an often discussed question in MPC; should the sparse or dense formulation be used. In this work, it is shown that the answer to this question is that often none of these classical choices is the best choice, and that a better choice with a different level of sparsity actually can be found

Custom optimization algorithms for efficient hardware implementation

The focus is on real-time optimal decision making with application in advanced control systems. These computationally intensive schemes, which involve the repeated solution of (convex) optimization problems within a sampling interval, require more efficient computational methods than currently available for extending their application to highly dynamical systems and setups with resource-constrained embedded computing platforms. A range of techniques are proposed to exploit synergies between digital hardware, numerical analysis and algorithm design. These techniques build on top of parameterisable hardware code generation tools that generate VHDL code describing custom computing architectures for interior-point methods and a range of first-order constrained optimization methods. Since memory limitations are often important in embedded implementations we develop a custom storage scheme for KKT matrices arising in interior-point methods for control, which reduces memory requirements significantly and prevents I/O bandwidth limitations from affecting the performance in our implementations. To take advantage of the trend towards parallel computing architectures and to exploit the special characteristics of our custom architectures we propose several high-level parallel optimal control schemes that can reduce computation time. A novel optimization formulation was devised for reducing the computational effort in solving certain problems independent of the computing platform used. In order to be able to solve optimization problems in fixed-point arithmetic, which is significantly more resource-efficient than floating-point, tailored linear algebra algorithms were developed for solving the linear systems that form the computational bottleneck in many optimization methods. These methods come with guarantees for reliable operation. We also provide finite-precision error analysis for fixed-point implementations of first-order methods that can be used to minimize the use of resources while meeting accuracy specifications. The suggested techniques are demonstrated on several practical examples, including a hardware-in-the-loop setup for optimization-based control of a large airliner.Open Acces

Predictive control using an FPGA with application to aircraft control

Alternative and more efficient computational methods can extend the applicability of MPC to systems with tight real-time requirements. This paper presents a “system-on-a-chip” MPC system, implemented on a field programmable gate array (FPGA), consisting of a sparse structure-exploiting primal dual interior point (PDIP) QP solver for MPC reference tracking and a fast gradient QP solver for steady-state target calculation. A parallel reduced precision iterative solver is used to accelerate the solution of the set of linear equations forming the computational bottleneck of the PDIP algorithm. A numerical study of the effect of reducing the number of iterations highlights the effectiveness of the approach. The system is demonstrated with an FPGA-inthe-loop testbench controlling a nonlinear simulation of a large airliner. This study considers many more manipulated inputs than any previous FPGA-based MPC implementation to date, yet the implementation comfortably fits into a mid-range FPGA, and the controller compares well in terms of solution quality and latency to state-of-the-art QP solvers running on a standard PC

Predictive control of a Boeing 747 aircraft using an FPGA

New embedded predictive control applications call for more efficient ways of solving quadratic programs (QPs) in order to meet demanding real-time, power and cost requirements. A single precision QP-on-a-chip controller is proposed, implemented in a field-programmable gate array (FPGA) with an iterative linear solver at its core. A novel offline scaling procedure is introduced to aid the convergence of the reduced precision solver. The feasibility of the proposed approach is demonstrated with a real-time hardware-in-the-loop (HIL) experimental setup where an ML605 FPGA board controls a nonlinear model of a Boeing 747 aircraft running on a desktop PC through an Ethernet link. Simulations show that the quality of the closed-loop control and accuracy of individual solutions is competitive with a conventional double precision controller solving linear systems using a Riccati recursion.This work was supported by the EPSRC (Grants EP/G031576/1, EP/G030308/1 and EP/I012036/1) and the EU FP7 Project EMBOCON, as well as industrial support from Xilinx, the Mathworks, and the European Space Agency.IFAC Conference on Nonlinear Model Predictive Control 2012 (NMPC'12), Noordwijkerhout, the Netherlands on August 23 - 27, 2012

Inverse-Dynamics MPC via Nullspace Resolution

Optimal control (OC) using inverse dynamics provides numerical benefits such as coarse optimization, cheaper computation of derivatives, and a high convergence rate. However, in order to take advantage of these benefits in model predictive control (MPC) for legged robots, it is crucial to handle its large number of equality constraints efficiently. To accomplish this, we first (i) propose a novel approach to handle equality constraints based on nullspace parametrization. Our approach balances optimality, and both dynamics and equality-constraint feasibility appropriately, which increases the basin of attraction to good local minima. To do so, we then (ii) adapt our feasibility-driven search by incorporating a merit function. Furthermore, we introduce (iii) a condensed formulation of the inverse dynamics that considers arbitrary actuator models. We also develop (iv) a novel MPC based on inverse dynamics within a perception locomotion framework. Finally, we present (v) a theoretical comparison of optimal control with the forward and inverse dynamics, and evaluate both numerically. Our approach enables the first application of inverse-dynamics MPC on hardware, resulting in state-of-the-art dynamic climbing on the ANYmal robot. We benchmark it over a wide range of robotics problems and generate agile and complex maneuvers. We show the computational reduction of our nullspace resolution and condensed formulation (up to 47.3%). We provide evidence of the benefits of our approach by solving coarse optimization problems with a high convergence rate (up to 10 Hz of discretization). Our algorithm is publicly available inside CROCODDYL.Comment: 17 pages, 14 figures, under-revie