40 research outputs found
Tailored Presolve Techniques in Branch-and-Bound Method for Fast Mixed-Integer Optimal Control Applications
Mixed-integer model predictive control (MI-MPC) can be a powerful tool for
modeling hybrid control systems. In case of a linear-quadratic objective in
combination with linear or piecewise-linear system dynamics and inequality
constraints, MI-MPC needs to solve a mixed-integer quadratic program (MIQP) at
each sampling time step. This paper presents a collection of block-sparse
presolve techniques to efficiently remove decision variables, and to remove or
tighten inequality constraints, tailored to mixed-integer optimal control
problems (MIOCP). In addition, we describe a novel heuristic approach based on
an iterative presolve algorithm to compute a feasible but possibly suboptimal
MIQP solution. We present benchmarking results for a C code implementation of
the proposed BB-ASIPM solver, including a branch-and-bound (B&B) method with
the proposed tailored presolve techniques and an active-set based interior
point method (ASIPM), compared against multiple state-of-the-art MIQP solvers
on a case study of motion planning with obstacle avoidance constraints.
Finally, we demonstrate the computational performance of the BB-ASIPM solver on
the dSPACE Scalexio real-time embedded hardware using a second case study of
stabilization for an underactuated cart-pole with soft contacts.Comment: 27 pages, 7 figures, 2 tables, submitted to journal of Optimal
Control Applications and Method
Inexact Newton based Lifted Implicit Integrators for fast Nonlinear MPC
Nonlinear Model Predictive Control (NMPC) requires the online solution of an Optimal Control Problem (OCP) at every sampling instant. In the context of multiple shooting, a numerical integration is needed to discretize the continuous time dynamics. For stiff, implicitly defined or differential-algebraic systems, implicit schemes are preferred to carry out the integration. The Newton-type optimization method and the implicit integrator then form a nested Newton scheme, solving the optimization and integration problem on two different levels. In recent research, an exact lifting technique was proposed to improve the computational efficiency of the latter framework. Inspired by that work, this paper presents a novel class of lifted implicit integrators, using an inexact Newton method. An additional iterative scheme for computing the sensitivities is proposed, which provides similar properties as the exact lifted integrator at considerably reduced computational costs. Using the example of an industrial robot, computational speedups of up to factor 8 are reported. The proposed methods have been implemented in the open-source ACADO code generation software
Inexact Newton based Lifted Implicit Integrators for fast Nonlinear MPC
Nonlinear Model Predictive Control (NMPC) requires the online solution of an Optimal Control Problem (OCP) at every sampling instant. In the context of multiple shooting, a numerical integration is needed to discretize the continuous time dynamics. For stiff, implicitly defined or differential-algebraic systems, implicit schemes are preferred to carry out the integration. The Newton-type optimization method and the implicit integrator then form a nested Newton scheme, solving the optimization and integration problem on two different levels. In recent research, an exact lifting technique was proposed to improve the computational efficiency of the latter framework. Inspired by that work, this paper presents a novel class of lifted implicit integrators, using an inexact Newton method. An additional iterative scheme for computing the sensitivities is proposed, which provides similar properties as the exact lifted integrator at considerably reduced computational costs. Using the example of an industrial robot, computational speedups of up to factor 8 are reported. The proposed methods have been implemented in the open-source ACADO code generation software
Real-time Mixed-Integer Quadratic Programming for Vehicle Decision Making and Motion Planning
We develop a real-time feasible mixed-integer programming-based decision
making (MIP-DM) system for automated driving. Using a linear vehicle model in a
road-aligned coordinate frame, the lane change constraints, collision avoidance
and traffic rules can be formulated as mixed-integer inequalities, resulting in
a mixed-integer quadratic program (MIQP). The proposed MIP-DM simultaneously
performs maneuver selection and trajectory generation by solving the MIQP at
each sampling time instant. While solving MIQPs in real time has been
considered intractable in the past, we show that our recently developed solver
BB-ASIPM is capable of solving MIP-DM problems on embedded hardware in real
time. The performance of this approach is illustrated in simulations in various
scenarios including merging points and traffic intersections, and
hardware-in-the-loop simulations on dSPACE Scalexio and MicroAutoBox-III.
Finally, we present results from hardware experiments on small-scale automated
vehicles.Comment: 14 pages, 11 figures, 3 tables, submitted to IEEE Transactions on
Control Systems Technolog
Inexact Newton-Type Optimization with Iterated Sensitivities
This paper presents and analyzes an Inexact Newton-type optimization method based on Iterated Sensitivities (INIS). A particular class of Nonlinear Programming (NLP) problems is considered, where a subset of the variables is defined by nonlinear equality constraints. The proposed algorithm considers any problem-specific approximation for the Jacobian of these constraints. Unlike other inexact Newton methods, the INIS-type optimization algorithm is shown to preserve the local convergence properties and the asymptotic contraction rate of the Newton-type scheme for the feasibility problem, yielded by the same Jacobian approximation. The INIS approach results in a computational cost which can be made close to that of the standard inexact Newton implementation. In addition, an adjoint-free (AF-INIS) variant of the approach is presented which, under certain conditions, becomes considerably easier to implement than the adjoint based scheme. The applicability of these results is motivated, specifically for dynamic optimization problems. In addition, the numerical performance of a specific open-source implementation is illustrated
Development of Runge-Kutta Integrators with continuous output for fast moving horizon estimation
status: publishe