383 research outputs found
Preconditioned Continuation Model Predictive Control
Model predictive control (MPC) anticipates future events to take appropriate
control actions. Nonlinear MPC (NMPC) describes systems with nonlinear models
and/or constraints. A Continuation/GMRES Method for NMPC, suggested by T.
Ohtsuka in 2004, uses the GMRES iterative algorithm to solve a forward
difference approximation of the Continuation NMPC (CNMPC) equations on
every time step. The coefficient matrix of the linear system is often
ill-conditioned, resulting in poor GMRES convergence, slowing down the on-line
computation of the control by CNMPC, and reducing control quality. We adopt
CNMPC for challenging minimum-time problems, and improve performance by
introducing efficient preconditioning, utilizing parallel computing, and
substituting MINRES for GMRES.Comment: 8 pages, 6 figures. To appear in Proceedings SIAM Conference on
Control and Its Applications, July 8-10, 2015, Paris, Franc
Non-Linear Model Predictive Control with Adaptive Time-Mesh Refinement
In this paper, we present a novel solution for real-time, Non-Linear Model
Predictive Control (NMPC) exploiting a time-mesh refinement strategy. The
proposed controller formulates the Optimal Control Problem (OCP) in terms of
flat outputs over an adaptive lattice. In common approximated OCP solutions,
the number of discretization points composing the lattice represents a critical
upper bound for real-time applications. The proposed NMPC-based technique
refines the initially uniform time horizon by adding time steps with a sampling
criterion that aims to reduce the discretization error. This enables a higher
accuracy in the initial part of the receding horizon, which is more relevant to
NMPC, while keeping bounded the number of discretization points. By combining
this feature with an efficient Least Square formulation, our solver is also
extremely time-efficient, generating trajectories of multiple seconds within
only a few milliseconds. The performance of the proposed approach has been
validated in a high fidelity simulation environment, by using an UAV platform.
We also released our implementation as open source C++ code.Comment: In: 2018 IEEE International Conference on Simulation, Modeling, and
Programming for Autonomous Robots (SIMPAR 2018
Reduced Order Modeling for Nonlinear PDE-constrained Optimization using Neural Networks
Nonlinear model predictive control (NMPC) often requires real-time solution
to optimization problems. However, in cases where the mathematical model is of
high dimension in the solution space, e.g. for solution of partial differential
equations (PDEs), black-box optimizers are rarely sufficient to get the
required online computational speed. In such cases one must resort to
customized solvers. This paper present a new solver for nonlinear
time-dependent PDE-constrained optimization problems. It is composed of a
sequential quadratic programming (SQP) scheme to solve the PDE-constrained
problem in an offline phase, a proper orthogonal decomposition (POD) approach
to identify a lower dimensional solution space, and a neural network (NN) for
fast online evaluations. The proposed method is showcased on a regularized
least-square optimal control problem for the viscous Burgers' equation. It is
concluded that significant online speed-up is achieved, compared to
conventional methods using SQP and finite elements, at a cost of a prolonged
offline phase and reduced accuracy.Comment: Accepted for publishing at the 58th IEEE Conference on Decision and
Control, Nice, France, 11-13 December, https://cdc2019.ieeecss.org
Nonlinear Model Predictive Control for Motion Generation of Humanoids
Das Ziel dieser Arbeit ist die Untersuchung und Entwicklung numerischer Methoden zur Bewegungserzeugung von humanoiden Robotern basierend auf nichtlinearer modell-prädiktiver Regelung. Ausgehend von der Modellierung der Humanoiden als komplexe Mehrkörpermodelle, die sowohl durch unilaterale Kontaktbedingungen beschränkt als auch durch die Formulierung unteraktuiert sind, wird die Bewegungserzeugung als Optimalsteuerungsproblem formuliert.
In dieser Arbeit werden numerische Erweiterungen basierend auf den Prinzipien der Automatischen Differentiation für rekursive Algorithmen, die eine effiziente Auswertung der dynamischen Größen der oben genannten Mehrkörperformulierung erlauben, hergeleitet, sodass sowohl die nominellen Größen als auch deren ersten Ableitungen effizient ausgewertet werden können. Basierend auf diesen Ideen werden Erweiterungen für die Auswertung der Kontaktdynamik und der Berechnung des Kontaktimpulses vorgeschlagen.
Die Echtzeitfähigkeit der Berechnung von Regelantworten hängt stark von der Komplexität der für die Bewegungerzeugung gewählten Mehrkörperformulierung und der zur Verfügung stehenden Rechenleistung ab. Um einen optimalen Trade-Off zu ermöglichen, untersucht diese Arbeit einerseits die mögliche Reduktion der Mehrkörperdynamik und andererseits werden maßgeschneiderte numerische Methoden entwickelt, um die Echtzeitfähigkeit der Regelung zu realisieren.
Im Rahmen dieser Arbeit werden hierfür zwei reduzierte Modelle hergeleitet: eine nichtlineare Erweiterung des linearen inversen Pendelmodells sowie eine reduzierte Modellvariante basierend auf der centroidalen Mehrkörperdynamik. Ferner wird ein Regelaufbau zur GanzkörperBewegungserzeugung vorgestellt, deren Hauptbestandteil jeweils aus einem speziell diskretisierten Problem der nichtlinearen modell-prädiktiven Regelung sowie einer maßgeschneiderter Optimierungsmethode besteht. Die Echtzeitfähigkeit des Ansatzes wird durch Experimente mit den Robotern HRP-2 und HeiCub verifiziert.
Diese Arbeit schlägt eine Methode der nichtlinear modell-prädiktiven Regelung vor, die trotz der Komplexität der vollen Mehrkörperformulierung eine Berechnung der Regelungsantwort in Echtzeit ermöglicht. Dies wird durch die geschickte Kombination von linearer und nichtlinearer modell-prädiktiver Regelung auf der aktuellen beziehungsweise der letzten Linearisierung des Problems in einer parallelen Regelstrategie realisiert. Experimente mit dem humanoiden Roboter Leo zeigen, dass, im Vergleich zur nominellen Strategie, erst durch den Einsatz dieser Methode eine Bewegungserzeugung auf dem Roboter möglich ist.
Neben Methoden der modell-basierten Optimalsteuerung werden auch modell-freie Methoden des verstärkenden Lernens (Reinforcement Learning) für die Bewegungserzeugung untersucht, mit dem Fokus auf den schwierig zu modellierenden Modellunsicherheiten der Roboter.
Im Rahmen dieser Arbeit werden eine allgemeine vergleichende Studie sowie Leistungskennzahlen entwickelt, die es erlauben, modell-basierte und -freie Methoden quantitativ bezüglich ihres Lösungsverhaltens zu vergleichen. Die Anwendung der Studie auf ein akademisches Beispiel zeigt Unterschiede und Kompromisse sowie Break-Even-Punkte zwischen den Problemformulierungen.
Diese Arbeit schlägt basierend auf dieser Grundlage zwei mögliche Kombinationen vor, deren Eigenschaften bewiesen und in Simulation untersucht werden. Außerdem wird die besser abschneidende Variante auf dem humanoiden Roboter Leo implementiert und mit einem nominellen
modell-basierten Regler verglichen
Using nonlinear model predictive control for dynamic decision problems in economics
Gruene L, Semmler W, Stieler M. Using nonlinear model predictive control for dynamic decision problems in economics. Journal of Economic Dynamics and Control. 2015;60:112-133.This paper presents a new approach to solve dynamic decision models in economics. The proposed procedure, called Nonlinear Model Predictive Control (NMPC), relies on the iterative solution of optimal control problems on finite time horizons and is well established in engineering applications for stabilization and tracking problems. Only quite recently, extensions to more general optimal control problems including those appearing in economic applications have been investigated. Like Dynamic Programming (DP), NMPC does not rely on linearization techniques but uses the full nonlinear model and in this sense provides a global solution to the problem. However, unlike DP, NMPC only computes one optimal trajectory at a time, thus avoids to grid the state space and for this reason the computational demand grows much more moderately with the space dimension than for DP. In this paper we explain the basic idea of NMPC, give a proof concerning the accuracy of NMPC for discounted optimal control problems, present implementational details, and demonstrate the ability of NMPC to solve dynamic decision problems in economics by solving low and high dimensional examples, including models with multiple equilibria, tracking and stochastic problems. (C) 2015 Elsevier B.V. All rights reserved
Systems and control : 21th Benelux meeting, 2002, March 19-21, Veldhoven, The Netherlands
Book of abstract
A robust multi-model predictive controller for distributed parameter systems
12 páginas, 6 figurasIn this work a robust nonlinear model predictive controller for nonlinear convection–diffusion-reaction systems is presented. The controller makes use of a collection of reduced order approximations of the plant (models) reconstructed on-line by projection methods on proper orthogonal decomposition (POD) basis functions. The model selection and model update step is based on a sufficient condition that determines the maximum allowable process-model mismatch to guarantee stable control performance despite process uncertainty and disturbances. Proofs on the existence of a sequence of feasible approximations and control stability are given.
Since plant approximations are built on-line based on actual measurements, the proposed controller can be interpreted as a multi-model nonlinear predictive control (MMPC). The performance of the MMPC strategy is illustrated by simulation experiments on a problem that involves reactant concentration control of a tubular reactor with recycle.This work has been also partially founded by the Spanish Ministry of Science and Innovation (SMART-QC, AGL2008-05267-C03-01), the FP7 CAFE project (KBBE-2007-1-212754), the Project PTDC/EQU-ESI/73458/2006 from the Portuguese Foundation for Science and Technology and PI grant 07/IN.1/I1838 by Science Foundation Ireland. Also, the authors acknowledge financial support received by a collaborative grant GRICES-CSIC.Peer reviewe
High performance implementation of MPC schemes for fast systems
In recent years, the number of applications of model predictive control (MPC) is rapidly
increasing due to the better control performance that it provides in comparison to
traditional control methods. However, the main limitation of MPC is the computational
e ort required for the online solution of an optimization problem. This shortcoming
restricts the use of MPC for real-time control of dynamic systems with high sampling
rates. This thesis aims to overcome this limitation by implementing high-performance
MPC solvers for real-time control of fast systems. Hence, one of the objectives of this
work is to take the advantage of the particular mathematical structures that MPC
schemes exhibit and use parallel computing to improve the computational e ciency.
Firstly, this thesis focuses on implementing e cient parallel solvers for linear MPC
(LMPC) problems, which are described by block-structured quadratic programming
(QP) problems. Speci cally, three parallel solvers are implemented: a primal-dual
interior-point method with Schur-complement decomposition, a quasi-Newton method
for solving the dual problem, and the operator splitting method based on the alternating
direction method of multipliers (ADMM). The implementation of all these solvers is
based on C++. The software package Eigen is used to implement the linear algebra
operations. The Open Message Passing Interface (Open MPI) library is used for the
communication between processors. Four case-studies are presented to demonstrate the
potential of the implementation. Hence, the implemented solvers have shown high
performance for tackling large-scale LMPC problems by providing the solutions in
computation times below milliseconds.
Secondly, the thesis addresses the solution of nonlinear MPC (NMPC) problems, which
are described by general optimal control problems (OCPs). More precisely,
implementations are done for the combined multiple-shooting and collocation (CMSC)
method using a parallelization scheme. The CMSC method transforms the OCP into a
nonlinear optimization problem (NLP) and de nes a set of underlying sub-problems for
computing the sensitivities and discretized state values within the NLP solver. These
underlying sub-problems are decoupled on the variables and thus, are solved in parallel.
For the implementation, the software package IPOPT is used to solve the resulting NLP
problems. The parallel solution of the sub-problems is performed based on MPI and
Eigen. The computational performance of the parallel CMSC solver is tested using case
studies for both OCPs and NMPC showing very promising results.
Finally, applications to autonomous navigation for the SUMMIT robot are presented.
Specially, reference tracking and obstacle avoidance problems are addressed using an
NMPC approach. Both simulation and experimental results are presented and compared
to a previous work on the SUMMIT, showing a much better computational e ciency
and control performance.Tesi
A robust multi-model predictive controller for distributed parameter systems
12 páginas, 6 figurasIn this work a robust nonlinear model predictive controller for nonlinear convection–diffusion-reaction systems is presented. The controller makes use of a collection of reduced order approximations of the plant (models) reconstructed on-line by projection methods on proper orthogonal decomposition (POD) basis functions. The model selection and model update step is based on a sufficient condition that determines the maximum allowable process-model mismatch to guarantee stable control performance despite process uncertainty and disturbances. Proofs on the existence of a sequence of feasible approximations and control stability are given.
Since plant approximations are built on-line based on actual measurements, the proposed controller can be interpreted as a multi-model nonlinear predictive control (MMPC). The performance of the MMPC strategy is illustrated by simulation experiments on a problem that involves reactant concentration control of a tubular reactor with recycle.This work has been also partially founded by the Spanish Ministry of Science and Innovation (SMART-QC, AGL2008-05267-C03-01), the FP7 CAFE project (KBBE-2007-1-212754), the Project PTDC/EQU-ESI/73458/2006 from the Portuguese Foundation for Science and Technology and PI grant 07/IN.1/I1838 by Science Foundation Ireland. Also, the authors acknowledge financial support received by a collaborative grant GRICES-CSIC.Peer reviewe
Development of efficient algorithms for model predictive control of fast systems
Die nichtlineare modellprädiktive Regelung (NMPC) ist ein vielversprechender Regelungsalgorithmus, der auf der Echtzeitlüsung eines nichtlinearen dynamischen Optimie- rungsproblems basiert. Nichtlineare Modellgleichungen wie auch die Steuerungs- und Zustandsbeschränkungen werden als Gleichungs- bzw. Ungleichungsbeschränkungen des Optimalsteuerungsproblems behandelt. Jedoch wurde die NMPC wegen des recht hohen Rechenaufwandes bisher meist auf relativ langsame Prozesse angewendet. Daher bildet die Rechenzeit bei Anwendung der NMPC auf schnelle Prozesse einen gewissen Engpass wie z. B. bei mechanischen und/oder elektrischen Prozessen.
In dieser Arbeit wird eine neue Lüsungsstrategie für dynamische Optimierungsprobleme vorgeschlagen, wie sie in NMPC auftreten, die auch auf sog. schnelle Systeme anwendbar ist. Diese Strategie kombiniert Mehrschieß -Verfahrens mit der Methode der Kollokation auf finiten Elementen. Mittels Mehrschieß -Verfahren wird das nichtlineare dynamische Optimierungsproblem in ein hochdimensionales statisches Optimierungsproblem (nonlinear program problem, NLP) überführt, wobei Diskretisierungs- und Parametrisierungstechniken zum Einsatz kommen. Um das NLP-Problem zu lüsen, müssen die Zustandswerte und ihre Gradienten am Ende jedes Diskretisierung-Intervalles berechnet werden. In dieser Arbeit wird die Methode der Kollokation auf finiten Elementen benutzt, um diese Aufgabe zu lüsen. Dadurch lassen sich die Zustandsgrüß en und ihre Gradienten am Ende jedes Diskretisierungs-Intervalls auch mit groß er Genauigkeit berechnen. Im Ergebnis künnen die Vorteile beider Methoden (Mehrschieß -Verfahren und Kollokations-Methoden) ausgenutzt werden und die Rechenzeit lässt sich deutlich reduzieren.
Wegen des komplexen Optimierungsproblems ist es im Allgemeinen schwierig, eine Stabilitätsanalyse für das zugehürige NMPC durchzuführen. In dieser Arbeit wird eine neue Formulierung des Optimalsteuerungsproblems vorgeschlagen, durch die die Stabilität des NMPC gesichert werden kann. Diese Strategie besteht aus den folgenden drei Eigenschaften. Zunächst wird ein Hilfszustand über eine lineare Zustandsgleichung in das Optimierungsproblem eingeführt. Die Zustandsgleichungen werden durch Hilfszustände ergänzt, die man in Form von Ungleichungsnebenbedingungen einführt. Wenn die Hilfszustände stabil sind, lässt sich damit die Stabilität des Gesamtsystems sichern. Die Eigenwerte der Hilfszustände werden so gewählt, dass das Optimalsteuerungsproblem lüsbar ist. Dazu benutzt man die Eigenwerte als Optimierungsvariable. Damit lassen sich die Stabilitätseigenschaften in einem stationären Punkt des Systemmodells untersuchen.
Leistungsfähigkeit und Effektivität des vorgeschlagenen Algorithmus werden an Hand von Fallstudien belegt. Die Bibliothek Numerische Algorithmus Group (NAG), Mark 8, wird eingesetzt, um die linearen und nichtlinearen Gleichungen, die aus der Kollokation resultieren, zu lüsen. Weiterhin wird zur Lüsung des NLP-Problems der Lüser IPOPT für C/C++- Umgebung eingesetzt. Insbesondere wird der vorgeschlagene Algorithmus zur Steuerung einer Verladebrücke im Labor des Institutes für Automatisierungs- und Systemtechnik angewendet.Nonlinear model predictive control (NMPC) has been considered as a promising control algorithm which is based on a real-time solution of a nonlinear dynamic optimization problem. Nonlinear model equations and controls as well as state restrictions are treated as equality and inequality constraints of the optimal control problem. However, NMPC has been applied mostly in relatively slow processes until now, due to its high computational expense. Therefore, computation time needed for the solution of NMPC leads to a bottleneck in its application to fast systems such as mechanical and/or electrical processes.
In this dissertation, a new solution strategy to efficiently solve NMPC problems is proposed so that it can be applied to fast systems. This strategy combines the multiple shooting method with the collocation on finite elements method. The multiple shooting method is used for transforming the nonlinear optimal control problem into nonlinear program (NLP) problem using discretization and parametrization techniques. To solve this NLP problem the values of state variables and their gradients at the end of each shooting need to be computed. We use collocation on finite elements to carry out this task, thus, a high precision approximation of the state variables and their sensitivities in each shoot are achieved. As a result, the advantages of both the multiple shooting and the collocation method can be employed and therefore the computation efficiency can be considerably enhanced.
Due to the nonlinear and complex optimal control problem formulation, in general, it is difficult to analyze the stability properties of NMPC systems. In this dissertation we propose a new formulation of the optimal control problem to ensure the stability of the NMPC problems. It consists the following three features. First, we introduce auxiliary states and linear state equations into the finite horizon dynamic optimization problem. Second, we enforce system states to be contracted with respect to the auxiliary state variables by adding inequality constraints. Thus, the stability features of the system states will conform to the stability properties of the auxiliary states, i.e. the system states will be stable, if the auxiliary states are stable. Third, the eigenvalues of the linear state equations introduced will be determined to stabilize the auxiliary states and at the same time make the optimal control problem feasible. This is achieved by considering the eigenvalues as optimization variables in the optimal control problem. Moreover, features of this formulation are analyzed at the stationary point of the system model.
To show the effectiveness and performance of the proposed algorithm and the new optimal control problem formulation we present a set of NMPC case studies. We use the numerical algorithm group (NAG) library Mark 8 to solve numerically linear and nonlinear systems that resulted from the collocation on finite elements to compute the states and sensitivities, in addition, the interior point optimizer (IPOPT) and in C/C++ environment. Furthermore, to show more applicability, the proposed algorithm is applied to control a laboratory loading bridge
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