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

Distributed Model Predictive Control for Housing with Hourly Auction of Available Energy

This paper presents a distributed model predictive control (DMPC) for indoor thermal comfort that simultaneously optimizes the consumption of a limited shared energy resource. The control objective of each subsystem is to minimize the heating/cooling energy cost while maintaining the indoor temperature and used power inside bounds. In a distributed coordinated environment, the control uses multiple dynamically decoupled agents (one for each subsystem/house) aiming to achieve satisfaction of coupling constraints. According to the hourly power demand profile, each house assigns a priority level that indicates how much is willing to bid in auction for consume the limited clean resource. This procedure allows the bidding value vary hourly and consequently, the agents order to access to the clean energy also varies. Despite of power constraints, all houses have also thermal comfort constraints that must be fulfilled. The system is simulated with several houses in a distributed environment

An iterative scheme for distributed model predictive control using Fenchel’s duality,

Abstract We present an iterative distributed version of Han's parallel method for convex optimization that can be used for distributed model predictive control (DMPC) of industrial processes described by dynamically coupled linear systems. The underlying decomposition technique relies on Fenchel's duality and allows subproblems to be solved using local communications only. We investigate two techniques aimed at improving the convergence rate of the iterative approach and illustrate the results using a numerical example. We conclude by discussing open issues of the proposed method and by providing an outlook on research in the field

Coherent states associated to the wavefunctions and the spectrum of the isotonic oscillator

Classes of coherent states are presented by replacing the labeling parameter $z$ of Klauder-Perelomov type coherent states by confluent hypergeometric functions with specific parameters. Temporally stable coherent states for the isotonic oscillator Hamiltonian are presented and these states are identified as a particular case of the so-called Mittag-Leffler coherent states.Comment: 12 page

Scalar Field Probes of Power-Law Space-Time Singularities

We analyse the effective potential of the scalar wave equation near generic space-time singularities of power-law type (Szekeres-Iyer metrics) and show that the effective potential exhibits a universal and scale invariant leading x^{-2} inverse square behaviour in the ``tortoise coordinate'' x provided that the metrics satisfy the strict Dominant Energy Condition (DEC). This result parallels that obtained in hep-th/0403252 for probes consisting of families of massless particles (null geodesic deviation, a.k.a. the Penrose Limit). The detailed properties of the scalar wave operator depend sensitively on the numerical coefficient of the x^{-2}-term, and as one application we show that timelike singularities satisfying the DEC are quantum mechanically singular in the sense of the Horowitz-Marolf (essential self-adjointness) criterion. We also comment on some related issues like the near-singularity behaviour of the scalar fields permitted by the Friedrichs extension.Comment: v2: 21 pages, JHEP3.cls, one reference adde