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Register a new userA sparse ADMM-based solver for linear MPC subject to terminal quadratic constraint
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Added by
Pablo Krupa
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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This paper presents a sparse solver based on the alternating direction method of multipliers algorithm for a linear model predictive control (MPC) formulation in which the terminal state is constrained to a given ellipsoid. The motivation behind this solver is to substitute the typical polyhedral invariant set used as a terminal constraint in many nominal and robust linear MPC formulations with an invariant set in the form of an ellipsoid, which is (typically) much easier to compute and results in an optimization problem with significantly fewer constraints, even for average-sized systems. However, this optimization problem is no longer the quadratic programming problem found in most linear MPC approaches, thus meriting the development of a tailored solver. The proposed solver is suitable for its use in embedded systems, since it is sparse, has a small memory footprint and requires no external libraries. We show the results of its implementation in an embedded system to control a simulated multivariable plant, comparing it against other alternatives.
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We present a data-driven model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are estimated which include the true conditional probability distributions with high probability. These sets are updated online and used to formulate a time-varying, risk-averse optimal control problem. We prove recursive feasibility of the resulting MPC scheme and show that the original chance constraints remain satisfied at every time step. Furthermore, we show that under sufficient decrease of the confidence levels, the resulting MPC scheme renders the closed-loop system mean-square stable with respect to the true-but-unknown distributions, while remaining less conservative than a fully robust approach. Finally, we show that the data-driven value function converges to its nominal counterpart as the sample size grows to infinity. We illustrate our approach on a numerical example.
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A constraint-reduced Mehrotra-Predictor-Corrector algorithm for convex quadratic programming is proposed. (At each iteration, such algorithms use only a subset of the inequality constraints in constructing the search direction, resulting in CPU savings.) The proposed algorithm makes use of a regularization scheme to cater to cases where the reduced constraint matrix is rank deficient. Global and local convergence properties are established under arbitrary working-set selection rules subject to satisfaction of a general condition. A modified active-set identification scheme that fulfills this condition is introduced. Numerical tests show great promise for the proposed algorithm, in particular for its active-set identification scheme. While the focus of the present paper is on dense systems, application of the main ideas to large sparse systems is briefly discussed.
Decentralized conflict resolution for autonomous vehicles is needed in many places where a centralized method is not feasible, e.g., parking lots, rural roads, merge lanes, etc. However, existing methods generally do not fully utilize optimization in decentralized conflict resolution. We propose a decentralized conflict resolution method for autonomous vehicles based on a novel extension to the Alternating Directions Method of Multipliers (ADMM), called Online Adaptive ADMM (OA-ADMM), and on Model Predictive Control (MPC). OA-ADMM is tailored to online systems, where fast and adaptive real-time optimization is crucial, and allows the use of safety information about the physical system to improve safety in real-time control. We prove convergence in the static case and give requirements for online convergence. Combining OA-ADMM and MPC allows for robust decentralized motion planning and control that seamlessly integrates decentralized conflict resolution. The effectiveness of our proposed method is shown through simulations in CARLA, an open-source vehicle simulator, resulting in a reduction of 47.93% in mean added delay compared with the next best method.
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