Efficient move blocking strategy for multiple shooting-based non-linear model predictive control
Move blocking (MB) is a widely used strategy to reduce the degrees of freedom (DoFs) of the optimal control problem (OCP) arising in receding horizon control. The size of the OCP is reduced by forcing the input variables to be constant over multiple discretisation steps. In this study, the authors f...
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| Published in: | IET control theory & applications Vol. 14; no. 2; pp. 343 - 351 |
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| Abstract | Move blocking (MB) is a widely used strategy to reduce the degrees of freedom (DoFs) of the optimal control problem (OCP) arising in receding horizon control. The size of the OCP is reduced by forcing the input variables to be constant over multiple discretisation steps. In this study, the authors focus on developing computationally efficient MB schemes for multiple shooting-based non-linear model predictive control (NMPC). The DoFs of the OCP is reduced by introducing MB in the shooting step, resulting in a smaller but sparse OCP. Therefore, the discretisation accuracy and level of sparsity are maintained. A condensing algorithm that exploits the sparsity structure of the OCP is proposed, that allows to reduce the computation complexity of condensing from quadratic to linear in the number of discretisation nodes. As a result, active-set methods with warm-start strategy can be efficiently employed, thus allowing the use of a longer prediction horizon. A detailed comparison between the proposed scheme and the non-uniform grid NMPC is given. Effectiveness of the algorithm in reducing computational burden while maintaining optimisation accuracy and constraints fulfilment is shown by means of simulations with two different problems. |
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| AbstractList | Move blocking (MB) is a widely used strategy to reduce the degrees of freedom (DoFs) of the optimal control problem (OCP) arising in receding horizon control. The size of the OCP is reduced by forcing the input variables to be constant over multiple discretisation steps. In this study, the authors focus on developing computationally efficient MB schemes for multiple shooting‐based non‐linear model predictive control (NMPC). The DoFs of the OCP is reduced by introducing MB in the shooting step, resulting in a smaller but sparse OCP. Therefore, the discretisation accuracy and level of sparsity are maintained. A condensing algorithm that exploits the sparsity structure of the OCP is proposed, that allows to reduce the computation complexity of condensing from quadratic to linear in the number of discretisation nodes. As a result, active‐set methods with warm‐start strategy can be efficiently employed, thus allowing the use of a longer prediction horizon. A detailed comparison between the proposed scheme and the non‐uniform grid NMPC is given. Effectiveness of the algorithm in reducing computational burden while maintaining optimisation accuracy and constraints fulfilment is shown by means of simulations with two different problems. |
| Author | Chen, Yutao Bruschetta, Mattia Beghi, Alessandro Scarabottolo, Nicoló |
| Author_xml | – sequence: 1 givenname: Yutao surname: Chen fullname: Chen, Yutao email: y.chen2@tue.nl organization: 1Department of Electrical Engineering, Eindhoven University of Technology, The Netherlands – sequence: 2 givenname: Nicoló surname: Scarabottolo fullname: Scarabottolo, Nicoló organization: 2Department of Information Engineering, University of Padova, Italy – sequence: 3 givenname: Mattia surname: Bruschetta fullname: Bruschetta, Mattia organization: 2Department of Information Engineering, University of Padova, Italy – sequence: 4 givenname: Alessandro surname: Beghi fullname: Beghi, Alessandro organization: 2Department of Information Engineering, University of Padova, Italy |
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| Cites_doi | 10.1109/CONTROL.2018.8516834 10.1109/AIM.2017.8014276 10.1002/oca.2152 10.23919/ECC.2019.8795788 10.1080/00423114.2017.1280173 10.1016/S1474-6670(17)61205-9 10.1109/CDC.2017.8264305 10.1002/rnc.4235 10.1109/TCST.2016.2560120 10.1007/s12532-014-0071-1 10.3934/dcds.2015.35.4553 10.1016/j.sysconle.2011.05.013 10.1109/CDC.2013.6761114 10.1016/S0005-1098(99)00214-9 10.1016/j.automatica.2010.04.010 10.1016/j.jprocont.2007.01.001 10.1016/S0959-1524(01)00023-3 10.1016/j.sysconle.2017.03.005 10.1109/SIMPAR.2018.8376274 10.1021/acs.iecr.7b03361 10.1007/978-3-662-04331-8_18 10.1049/ip-cta:20040008 10.1016/j.automatica.2015.07.030 10.1016/j.ifacol.2018.11.067 10.1016/j.ifacol.2018.10.182 10.1109/TAC.2018.2867916 10.1016/j.automatica.2009.09.020 10.1109/TAC.2010.2057912 10.1016/j.ifacol.2016.07.212 |
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| Keywords | efficient move blocking strategy warm-start strategy optimal control problem MB schemes receding horizon control shooting step optimal control multiple discretisation steps optimisation prediction horizon computation complexity nonlinear control systems discretisation accuracy DoFs multiple shooting-based nonlinear model predictive control nonuniform grid NMPC predictive control computational complexity |
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| Snippet | Move blocking (MB) is a widely used strategy to reduce the degrees of freedom (DoFs) of the optimal control problem (OCP) arising in receding horizon control.... |
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| SubjectTerms | Brief Paper computation complexity computational complexity discretisation accuracy DoFs efficient move blocking strategy MB schemes multiple discretisation steps multiple shooting‐based nonlinear model predictive control nonlinear control systems nonuniform grid NMPC optimal control optimal control problem optimisation prediction horizon predictive control receding horizon control shooting step warm‐start strategy |
| Title | Efficient move blocking strategy for multiple shooting-based non-linear model predictive control |
| URI | http://digital-library.theiet.org/content/journals/10.1049/iet-cta.2019.0168 https://onlinelibrary.wiley.com/doi/abs/10.1049%2Fiet-cta.2019.0168 |
| Volume | 14 |
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