Preconditioned Continuation Model Predictive Control

Abstract

Model predictive control (MPC) anticipates future events to take appropriate control actions. Nonlinear MPC (NMPC) describes systems with nonlinear models and/or constraints. A Continuation/GMRES Method for NMPC, suggested by T. Ohtsuka in 2004, uses the GMRES iterative algorithm to solve a forward difference approximation $Ax=b$ of the Continuation NMPC (CNMPC) equations on every time step. The coefficient matrix $A$ of the linear system is often ill-conditioned, resulting in poor GMRES convergence, slowing down the on-line computation of the control by CNMPC, and reducing control quality. We adopt CNMPC for challenging minimum-time problems, and improve performance by introducing efficient preconditioning, utilizing parallel computing, and substituting MINRES for GMRES.

8 pages, 6 figures. To appear in Proceedings SIAM Conference on Control and Its Applications, July 8-10, 2015, Paris, France

References in corpus (1)

• ALGORITHM 937: MINRES-QLP for Singular Symmetric and Hermitian Linear Equations and Least-Squares Problems

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