TR2018-082

A Real-Time Iteration Scheme with Quasi-Newton Jacobian Updates for Nonlinear Model Predictive Control


    •  Quirynen, R., Hespanhol, P., "A Real-Time Iteration Scheme with Quasi-Newton Jacobian Updates for Nonlinear Model Predictive Control", European Control Conference (ECC), DOI: 10.23919/​ECC.2018.8550541, June 2018, pp. 1517-1522.
      BibTeX TR2018-082 PDF
      • @inproceedings{Quirynen2018jun,
      • author = {Quirynen, Rien and Hespanhol, Pedro},
      • title = {A Real-Time Iteration Scheme with Quasi-Newton Jacobian Updates for Nonlinear Model Predictive Control},
      • booktitle = {European Control Conference (ECC)},
      • year = 2018,
      • pages = {1517--1522},
      • month = jun,
      • doi = {10.23919/ECC.2018.8550541},
      • url = {https://www.merl.com/publications/TR2018-082}
      • }
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  • Research Areas:

    Control, Optimization

Abstract:

Nonlinear model predictive control (NMPC) requires the solution of a dynamic optimization problem at each sampling instant under strict timing constraints, involving nonlinear dynamics that can often be stiff or implicitly defined. The real-time iteration (RTI) scheme has been shown to allow real-world embedded applications of NMPC. The present paper proposes an extension of the standard RTI algorithm with a block-structured quasi-Newton method to obtain low-rank Jacobian updates that preserve the block structure of the optimal control problem. In addition, a particular structure-exploiting implementation is presented for implicit integration schemes such that no Jacobian evaluation is needed neither any matrix factorization. Based on a proof of concept implementation in C code, the computational performance of the algorithm is illustrated for multiple NMPC case studies.