Preconditioning for continuation model predictive control

Abstract

Model predictive control (MPC) anticipates future events to take appropriate control actions. Nonlinear MPC (NMPC) deals 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 original NMPC equations on every time step. We have previously proposed accelerating the GMRES and MINRES convergence by preconditioning the coefficient matrix $A$. We now suggest simplifying the construction of the preconditioner, by approximately solving a forward recursion for the state and a backward recursion for the costate, or simply reusing previously computed solutions.

6 pages, 8 figures. Accepted to the 5th IFAC Conference on Nonlinear Model Predictive Control (NMPC'15), Seville, Spain, September 17-20, 2015

References in corpus (1)

• Preconditioned Continuation Model Predictive Control

Cited by in corpus (2)

• Sparse preconditioning for model predictive control
• Least squares dynamics in Newton-Krylov Model Predictive Control