An Improved Data Augmentation Scheme for Model Predictive Control Policy Approximation

This paper considers the problem of data generation for MPC policy approximation. Learning an approximate MPC policy from expert demonstrations requires a large data set consisting of optimal state-action pairs, sampled across the feasible state space. Yet, the key challenge of efficiently generating the training samples has not been studied widely. Recently, a sensitivity-based data augmentation framework for MPC policy approximation was proposed, where the parametric sensitivities are exploited to cheaply generate several additional samples from a single offline MPC computation. The error due to augmenting the training data set with inexact samples was shown to increase with the size of the neighborhood around each sample used for data augmentation. Building upon this work, this letter paper presents an improved data augmentation scheme based on predictor-corrector steps that enforces a user-defined level of accuracy, and shows that the error bound of the augmented samples are independent of the size of the neighborhood used for data augmentation

Characterization and Lower Bounds for Branching Program Size using Projective Dimension

We study projective dimension, a graph parameter (denoted by pd$(G)$ for a graph $G$), introduced by (Pudl\'ak, R\"odl 1992), who showed that proving lower bounds for pd$(G_f)$ for bipartite graphs $G_f$ associated with a Boolean function $f$ imply size lower bounds for branching programs computing $f$. Despite several attempts (Pudl\'ak, R\"odl 1992 ; Babai, R\'{o}nyai, Ganapathy 2000), proving super-linear lower bounds for projective dimension of explicit families of graphs has remained elusive. We show that there exist a Boolean function $f$ (on $n$ bits) for which the gap between the projective dimension and size of the optimal branching program computing $f$ (denoted by bpsize$(f)$), is $2^{\Omega(n)}$. Motivated by the argument in (Pudl\'ak, R\"odl 1992), we define two variants of projective dimension - projective dimension with intersection dimension 1 (denoted by upd$(G)$) and bitwise decomposable projective dimension (denoted by bitpdim$(G)$). As our main result, we show that there is an explicit family of graphs on $N = 2^n$ vertices such that the projective dimension is $O(\sqrt{n})$, the projective dimension with intersection dimension $1$ is $\Omega(n)$ and the bitwise decomposable projective dimension is $\Omega(\frac{n^{1.5}}{\log n})$. We also show that there exist a Boolean function $f$ (on $n$ bits) for which the gap between upd$(G_f)$ and bpsize$(f)$ is $2^{\Omega(n)}$. In contrast, we also show that the bitwise decomposable projective dimension characterizes size of the branching program up to a polynomial factor. That is, there exists a constant $c>0$ and for any function $f$, $\textrm{bitpdim}(G_f)/6 \le \textrm{bpsize}(f) \le (\textrm{bitpdim}(G_f))^c$. We also study two other variants of projective dimension and show that they are exactly equal to well-studied graph parameters - bipartite clique cover number and bipartite partition number respectively.Comment: 24 pages, 3 figure

Stability Properties of the Adaptive Horizon Multi-Stage MPC

This paper presents an adaptive horizon multi-stage model-predictive control (MPC) algorithm. It establishes appropriate criteria for recursive feasibility and robust stability using the theory of input-to-state practical stability (ISpS). The proposed algorithm employs parametric nonlinear programming (NLP) sensitivity and terminal ingredients to determine the minimum stabilizing prediction horizon for all the scenarios considered in the subsequent iterations of the multi-stage MPC. This technique notably decreases the computational cost in nonlinear model-predictive control systems with uncertainty, as they involve solving large and complex optimization problems. The efficacy of the controller is illustrated using three numerical examples that illustrate a reduction in computational delay in multi-stage MPC.Comment: Accepted for publication in Elsevier's Journal of Process Contro

Learning the cost-to-go for mixed-integer nonlinear model predictive control

Application of nonlinear model predictive control (NMPC) to problems with hybrid dynamical systems, disjoint constraints, or discrete controls often results in mixed-integer formulations with both continuous and discrete decision variables. However, solving mixed-integer nonlinear programming problems (MINLP) in real-time is challenging, which can be a limiting factor in many applications. To address the computational complexity of solving mixed integer nonlinear model predictive control problem in real-time, this paper proposes an approximate mixed integer NMPC formulation based on value function approximation. Leveraging Bellman's principle of optimality, the key idea here is to divide the prediction horizon into two parts, where the optimal value function of the latter part of the prediction horizon is approximated offline using expert demonstrations. Doing so allows us to solve the MINMPC problem with a considerably shorter prediction horizon online, thereby reducing the online computation cost. The paper uses an inverted pendulum example with discrete controls to illustrate this approach