26,012 research outputs found
Exploiting Block Structures of KKT Matrices for Efficient Solution of Convex Optimization Problems
Convex optimization solvers are widely used in the embedded systems that require sophisticated optimization algorithms including model predictive control (MPC). In this paper, we aim to reduce the online solve time of such convex optimization solvers so as to reduce the total runtime of the algorithm and make it suitable for real-time convex optimization.We exploit the property of the Karush–Kuhn–Tucker (KKT) matrix involved in the solution of the problem that only some parts of the matrix change during the solution iterations of the algorithm. Our results show that the proposed method can effectively reduce the runtime of the solvers
Immersion-based model predictive control of constrained nonlinear systems: Polyflow approximation
In the framework of Model Predictive Control (MPC), the control input is
typically computed by solving optimization problems repeatedly online. For
general nonlinear systems, the online optimization problems are non-convex and
computationally expensive or even intractable. In this paper, we propose to
circumvent this issue by computing a high-dimensional linear embedding of
discrete-time nonlinear systems. The computation relies on an algebraic
condition related to the immersibility property of nonlinear systems and can be
implemented offline. With the high-dimensional linear model, we then define and
solve a convex online MPC problem. We also provide an interpretation of our
approach under the Koopman operator framework.Comment: Accepted to the European Control Conferenc
Reactive Planar Manipulation with Convex Hybrid MPC
This paper presents a reactive controller for planar manipulation tasks that
leverages machine learning to achieve real-time performance. The approach is
based on a Model Predictive Control (MPC) formulation, where the goal is to
find an optimal sequence of robot motions to achieve a desired object motion.
Due to the multiple contact modes associated with frictional interactions, the
resulting optimization program suffers from combinatorial complexity when
tasked with determining the optimal sequence of modes.
To overcome this difficulty, we formulate the search for the optimal mode
sequences offline, separately from the search for optimal control inputs
online. Using tools from machine learning, this leads to a convex hybrid MPC
program that can be solved in real-time. We validate our algorithm on a planar
manipulation experimental setup where results show that the convex hybrid MPC
formulation with learned modes achieves good closed-loop performance on a
trajectory tracking problem
Adjoint-based predictor-corrector sequential convex programming for parametric nonlinear optimization
This paper proposes an algorithmic framework for solving parametric
optimization problems which we call adjoint-based predictor-corrector
sequential convex programming. After presenting the algorithm, we prove a
contraction estimate that guarantees the tracking performance of the algorithm.
Two variants of this algorithm are investigated. The first one can be used to
solve nonlinear programming problems while the second variant is aimed to treat
online parametric nonlinear programming problems. The local convergence of
these variants is proved. An application to a large-scale benchmark problem
that originates from nonlinear model predictive control of a hydro power plant
is implemented to examine the performance of the algorithms.Comment: This manuscript consists of 25 pages and 7 figure
A Convex Feasibility Approach to Anytime Model Predictive Control
This paper proposes to decouple performance optimization and enforcement of
asymptotic convergence in Model Predictive Control (MPC) so that convergence to
a given terminal set is achieved independently of how much performance is
optimized at each sampling step. By embedding an explicit decreasing condition
in the MPC constraints and thanks to a novel and very easy-to-implement convex
feasibility solver proposed in the paper, it is possible to run an outer
performance optimization algorithm on top of the feasibility solver and
optimize for an amount of time that depends on the available CPU resources
within the current sampling step (possibly going open-loop at a given sampling
step in the extreme case no resources are available) and still guarantee
convergence to the terminal set. While the MPC setup and the solver proposed in
the paper can deal with quite general classes of functions, we highlight the
synthesis method and show numerical results in case of linear MPC and
ellipsoidal and polyhedral terminal sets.Comment: 8 page
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