No Arabic abstract
In recent years, efficient optimization algorithms for Nonlinear Model Predictive Control (NMPC) have been proposed, that significantly reduce the on-line computational time. In particular, direct multiple shooting and Sequential Quadratic Programming (SQP) are used to efficiently solve Nonlinear Programming (NLP) problems arising from continuous-time NMPC applications. One of the computationally demanding steps for on-line optimization is the computation of sensitivities of the nonlinear dynamics at every sampling instant, especially for systems of large dimensions, strong stiffness, and when using long prediction horizons. In this paper, within the algorithmic framework of the Real-Time Iteration (RTI) scheme based on multiple shooting, an inexact sensitivity updating scheme is proposed, that performs a partial update of the Jacobian of the constraints in the NLP. Such update is triggered by using a Curvature-like Measure of Nonlinearity (CMoN), so that only sensitivities exhibiting highly nonlinear behaviour are updated, thus adapting to system operating conditions and possibly reducing the computational burden. An advanced tuning strategy for the updating scheme is provided to automatically determine the number of sensitivities being updated, with a guaranteed bounded error on the Quadratic Programming (QP) solution. Numerical and control performance of the scheme is evaluated by means of two simulation examples performed on a dedicated implementation. Local convergence analysis is also presented and a tunable convergence rate is proven, when applied to the SQP method.
In this paper we introduce MATMPC, an open source software built in MATLAB for nonlinear model predictive control (NMPC). It is designed to facilitate modelling, controller design and simulation for a wide class of NMPC applications. MATMPC has a number of algorithmic modules, including automatic differentiation, direct multiple shooting, condensing, linear quadratic program (QP) solver and globalization. It also supports a unique Curvature-like Measure of Nonlinearity (CMoN) MPC algorithm. MATMPC has been designed to provide state-of-the-art performance while making the prototyping easy, also with limited programming knowledge. This is achieved by writing each module directly in MATLAB API for C. As a result, MATMPC modules can be compiled into MEX functions with performance comparable to plain C/C++ solvers. MATMPC has been successfully used in operating systems including WINDOWS, LINUX AND OS X. Selected examples are shown to highlight the effectiveness of MATMPC.
Owing to the call for energy efficiency, the need to optimize the energy consumption of commercial buildings-- responsible for over 40% of US energy consumption--has recently gained significant attention. Moreover, the ability to participate in the retail electricity markets through proactive demand-side participation has recently led to development of economic model predictive control (EMPC) for buildings Heating, Ventilation, and Air Conditioning (HVAC) system. The objective of this paper is to develop a price-sensitive operational model for buildings HVAC systems while considering inflexible loads and other distributed energy resources (DERs) such as photovoltaic (PV) generation and battery storage for the buildings. A Nonlinear Economic Model Predictive Controller (NL-EMPC) is presented to minimize the net cost of energy usage by buildings HVAC system while satisfying the comfort-level of buildings occupants. The efficiency of the proposed NL-EMPC controller is evaluated using several simulation case studies.
The coordination of highly automated vehicles (or agents) in road intersections is an inherently nonconvex and challenging problem. In this paper, we propose a distributed motion planning scheme under reasonable vehicle-to-vehicle communication requirements. Each agent solves a nonlinear model predictive control problem in real time and transmits its planned trajectory to other agents, which may have conflicting objectives. The problem formulation is augmented with conditional constraints that enable the agents to decide whether to wait at a stopping line, if safe crossing is not possible. The involved nonconvex problems are solved very efficiently using the proximal averaged Newton method for optimal control (PANOC). We demonstrate the efficiency of the proposed approach in a realistic intersection crossing scenario.
A stochastic model predictive control (SMPC) approach is presented for discrete-time linear systems with arbitrary time-invariant probabilistic uncertainties and additive Gaussian process noise. Closed-loop stability of the SMPC approach is established by appropriate selection of the cost function. Polynomial chaos is used for uncertainty propagation through system dynamics. The performance of the SMPC approach is demonstrated using the Van de Vusse reactions.
This paper presents a stochastic, model predictive control (MPC) algorithm that leverages short-term probabilistic forecasts for dispatching and rebalancing Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles). We first present the core stochastic optimization problem in terms of a time-expanded network flow model. Then, to ameliorate its tractability, we present two key relaxations. First, we replace the original stochastic problem with a Sample Average Approximation (SAA), and characterize the performance guarantees. Second, we separate the controller into two separate parts to address the task of assigning vehicles to the outstanding customers separate from that of rebalancing. This enables the problem to be solved as two totally unimodular linear programs, and thus easily scalable to large problem sizes. Finally, we test the proposed algorithm in two scenarios based on real data and show that it outperforms prior state-of-the-art algorithms. In particular, in a simulation using customer data from DiDi Chuxing, the algorithm presented here exhibits a 62.3 percent reduction in customer waiting time compared to state of the art non-stochastic algorithms.