590 research outputs found
A Parallel Dual Fast Gradient Method for MPC Applications
We propose a parallel adaptive constraint-tightening approach to solve a
linear model predictive control problem for discrete-time systems, based on
inexact numerical optimization algorithms and operator splitting methods. The
underlying algorithm first splits the original problem in as many independent
subproblems as the length of the prediction horizon. Then, our algorithm
computes a solution for these subproblems in parallel by exploiting auxiliary
tightened subproblems in order to certify the control law in terms of
suboptimality and recursive feasibility, along with closed-loop stability of
the controlled system. Compared to prior approaches based on constraint
tightening, our algorithm computes the tightening parameter for each subproblem
to handle the propagation of errors introduced by the parallelization of the
original problem. Our simulations show the computational benefits of the
parallelization with positive impacts on performance and numerical conditioning
when compared with a recent nonparallel adaptive tightening scheme.Comment: This technical report is an extended version of the paper "A Parallel
Dual Fast Gradient Method for MPC Applications" by the same authors submitted
to the 54th IEEE Conference on Decision and Contro
Robust Nonlinear Optimal Control via System Level Synthesis
This paper addresses the problem of finite horizon constrained robust optimal
control for nonlinear systems subject to norm-bounded disturbances. To this
end, the underlying uncertain nonlinear system is decomposed based on a
first-order Taylor series expansion into a nominal system and an error
(deviation) described as an uncertain linear time-varying system. This
decomposition allows us to leverage System Level Synthesis to jointly optimize
an affine error feedback, a nominal nonlinear trajectory, and, most
importantly, a dynamic linearization error over-bound used to ensure robust
constraint satisfaction for the nonlinear system. The proposed approach thereby
results in less conservative planning compared with state-of-the-art
techniques. We demonstrate the benefits of the proposed approach to control the
rotational motion of a rigid body subject to state and input constraints.Comment: submitted to IEEE Transactions on Automatic Control (TAC
Constrained LQR Using Online Decomposition Techniques
This paper presents an algorithm to solve the infinite horizon constrained
linear quadratic regulator (CLQR) problem using operator splitting methods.
First, the CLQR problem is reformulated as a (finite-time) model predictive
control (MPC) problem without terminal constraints. Second, the MPC problem is
decomposed into smaller subproblems of fixed dimension independent of the
horizon length. Third, using the fast alternating minimization algorithm to
solve the subproblems, the horizon length is estimated online, by adding or
removing subproblems based on a periodic check on the state of the last
subproblem to determine whether it belongs to a given control invariant set. We
show that the estimated horizon length is bounded and that the control sequence
computed using the proposed algorithm is an optimal solution of the CLQR
problem. Compared to state-of-the-art algorithms proposed to solve the CLQR
problem, our design solves at each iteration only unconstrained least-squares
problems and simple gradient calculations. Furthermore, our technique allows
the horizon length to decrease online (a useful feature if the initial guess on
the horizon is too conservative). Numerical results on a planar system show the
potential of our algorithm.Comment: This technical report is an extended version of the paper titled
"Constrained LQR Using Online Decomposition Techniques" submitted to the 2016
Conference on Decision and Contro
Optimization Methods for Inverse Problems
Optimization plays an important role in solving many inverse problems.
Indeed, the task of inversion often either involves or is fully cast as a
solution of an optimization problem. In this light, the mere non-linear,
non-convex, and large-scale nature of many of these inversions gives rise to
some very challenging optimization problems. The inverse problem community has
long been developing various techniques for solving such optimization tasks.
However, other, seemingly disjoint communities, such as that of machine
learning, have developed, almost in parallel, interesting alternative methods
which might have stayed under the radar of the inverse problem community. In
this survey, we aim to change that. In doing so, we first discuss current
state-of-the-art optimization methods widely used in inverse problems. We then
survey recent related advances in addressing similar challenges in problems
faced by the machine learning community, and discuss their potential advantages
for solving inverse problems. By highlighting the similarities among the
optimization challenges faced by the inverse problem and the machine learning
communities, we hope that this survey can serve as a bridge in bringing
together these two communities and encourage cross fertilization of ideas.Comment: 13 page
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