Fast Non-Parametric Learning to Accelerate Mixed-Integer Programming for Online Hybrid Model Predictive Control

Today's fast linear algebra and numerical optimization tools have pushed the frontier of model predictive control (MPC) forward, to the efficient control of highly nonlinear and hybrid systems. The field of hybrid MPC has demonstrated that exact optimal control law can be computed, e.g., by mixed-integer programming (MIP) under piecewise-affine (PWA) system models. Despite the elegant theory, online solving hybrid MPC is still out of reach for many applications. We aim to speed up MIP by combining geometric insights from hybrid MPC, a simple-yet-effective learning algorithm, and MIP warm start techniques. Following a line of work in approximate explicit MPC, the proposed learning-control algorithm, LNMS, gains computational advantage over MIP at little cost and is straightforward for practitioners to implement

Lattice piecewise affine approximation of explicit nonlinear model predictive control with application to trajectory tracking of mobile robot

To promote the widespread use of mobile robots in diverse fields, the performance of trajectory tracking must be ensured. To address the constraints and nonlinear features associated with mobile robot systems, we apply nonlinear model predictive control (MPC) to realize the trajectory tracking of mobile robots. Specifically, to alleviate the online computational complexity of nonlinear MPC, this paper devises a lattice piecewise affine (PWA) approximation method that can approximate both the nonlinear system and control law of explicit nonlinear MPC. The kinematic model of the mobile robot is successively linearized along the trajectory to obtain a linear time-varying description of the system, which is then expressed using a lattice PWA model. Subsequently, the nonlinear MPC problem can be transformed into a series of linear MPC problems. Furthermore, to reduce the complexity of online calculation of multiple linear MPC problems, we approximate the optimal solution of the linear MPC by using the lattice PWA model. That is, for different sampling states, the optimal control inputs are obtained, and lattice PWA approximations are constructed for the state control pairs. Simulations are performed to evaluate the performance of our method in comparison with the linear MPC and explicit linear MPC frameworks. The results show that compared with the explicit linear MPC, our method has a higher online computing speed and can decrease the offline computing time without significantly increasing the tracking error

An hybrid system approach to nonlinear optimal control problems

We consider a nonlinear ordinary differential equation and want to control its behavior so that it reaches a target by minimizing a cost function. Our approach is to use hybrid systems to solve this problem: the complex dynamic is replaced by piecewise affine approximations which allow an analytical resolution. The sequence of affine models then forms a sequence of states of a hybrid automaton. Given a sequence of states, we introduce an hybrid approximation of the nonlinear controllable domain and propose a new algorithm computing a controllable, piecewise convex approximation. The same way the nonlinear optimal control problem is replaced by an hybrid piecewise affine one. Stating a hybrid maximum principle suitable to our hybrid model, we deduce the global structure of the hybrid optimal control steering the system to the target

Computational burden reduction in Min-Max MPC

Min–max model predictive control (MMMPC) is one of the strategies used to control plants subject to bounded uncertainties. The implementation of MMMPC suffers a large computational burden due to the complex numerical optimization problem that has to be solved at every sampling time. This paper shows how to overcome this by transforming the original problem into a reduced min–max problem whose solution is much simpler. In this way, the range of processes to which MMMPC can be applied is considerably broadened. Proofs based on the properties of the cost function and simulation examples are given in the paper

Design of of model-based controllers via parametric programming

Imperial Users onl

Composite control Lyapunov functions for robust stabilization of constrained uncertain dynamical systems

This work presents innovative scientific results on the robust stabilization of constrained uncertain dynamical systems via Lyapunov-based state feedback control. Given two control Lyapunov functions, a novel class of smooth composite control Lyapunov functions is presented. This class, which is based on the R-functions theory, is universal for the stabilizability of linear differential inclusions and has the following property. Once a desired controlled invariant set is fixed, the shape of the inner level sets can be made arbitrary close to any given ones, in a smooth and non-homothetic way. This procedure is an example of ``merging'' two control Lyapunov functions. In general, a merging function consists in a control Lyapunov function whose gradient is a continuous combination of the gradients of the two parents control Lyapunov functions. The problem of merging two control Lyapunov functions, for instance a global control Lyapunov function with a large controlled domain of attraction and a local one with a guaranteed local performance, is considered important for several control applications. The main reason is that when simultaneously concerning constraints, robustness and optimality, a single Lyapunov function is usually suitable for just one of these goals, but ineffective for the others. For nonlinear control-affine systems, both equations and inclusions, some equivalence properties are shown between the control-sharing property, namely the existence of a single control law which makes simultaneously negative the Lyapunov derivatives of the two given control Lyapunov functions, and the existence of merging control Lyapunov functions. Even for linear systems, the control-sharing property does not always hold, with the remarkable exception of planar systems. For the class of linear differential inclusions, linear programs and linear matrix inequalities conditions are given for the the control-sharing property to hold. The proposed Lyapunov-based control laws are illustrated and simulated on benchmark case studies, with positive numerical results

Two-Level Lattice Neural Network Architectures for Control of Nonlinear Systems

In this paper, we consider the problem of automatically designing a Rectified Linear Unit (ReLU) Neural Network (NN) architecture (number of layers and number of neurons per layer) with the guarantee that it is sufficiently parametrized to control a nonlinear system. Whereas current state-of-the-art techniques are based on hand-picked architectures or heuristic-based search to find such NN architectures, our approach exploits a given model of the system to design an architecture; as a result, we provide a guarantee that the resulting NN architecture is sufficient to implement a controller that satisfies an achievable specification. Our approach exploits two basic ideas. First, we assume that the system can be controlled by a Lipschitz-continuous state-feedback controller that is unknown but whose Lipschitz constant is upper-bounded by a known constant; then using this assumption, we bound the number of affine functions needed to construct a Continuous Piecewise Affine (CPWA) function that can approximate the unknown Lipschitz-continuous controller. Second, we utilize the authors' recent results on the Two-Level Lattice (TLL) NN architecture, a novel NN architecture that was shown to be parameterized directly by the number of affine functions that comprise the CPWA function it realizes. We also evaluate our method by designing a NN architecture to control an inverted pendulum