A parametric multi-convex splitting technique with application to real-time NMPC

A novel splitting scheme to solve parametric multi-convex programs is presented. It consists of a fixed number of proximal alternating minimisations and a dual update per time step, which makes it attractive in a real-time Nonlinear Model Predictive Control (NMPC) framework and for distributed computing environments. Assuming that the parametric program is semi-algebraic and that its critical points are strongly regular, a contraction estimate is derived and it is proven that the sub-optimality error remains stable under some mild assumptions. Efficacy of the method is demonstrated by solving a bilinear NMPC problem to control a DC motor. In particular, the effect of the sampling period on the optimality tracking error is analysed for a fixed computational power.


Publié dans:
Proceedings of the 53rd IEEE Conference on Decision and Control, 5052-5057
Présenté à:
53rd IEEE Conference on Decision and Control, Los Angeles, California, USA, December 15-17, 2014
Année
2014
Laboratoires:


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 Notice créée le 2014-09-18, modifiée le 2020-07-29

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