Semi-infinite programs for robust control and optimization: efficient solutions and extensions to existence constraints
File(s)NMPC_2024.pdf (273.97 KB)
Accepted version
Author(s)
Wehbeh, Jad
Kerrigan, Eric
Type
Conference Paper
Abstract
Discrete-time robust optimal control problems generally take a min-max structure
over continuous variable spaces, which can be difficult to solve in practice. In this paper, we
extend the class of such problems that can be solved through a previously proposed local
reduction method to consider those with existence constraints on the uncountable variables.
We also consider the possibility of non-unique trajectories that satisfy equality and inequality
constraints. Crucially, we show that the problems of interest can be cast into a standard semi-
infinite program and demonstrate how to generate optimal uncertainty scenario sets in order to
obtain numerical solutions. We also include examples on model predictive control for obstacle
avoidance with logical conditions, control with input saturation affected by uncertainty, and
optimal parameter estimation to highlight the need for the proposed extension. Our method
solves each of the examples considered, producing violation-free and locally optimal solutions.
over continuous variable spaces, which can be difficult to solve in practice. In this paper, we
extend the class of such problems that can be solved through a previously proposed local
reduction method to consider those with existence constraints on the uncountable variables.
We also consider the possibility of non-unique trajectories that satisfy equality and inequality
constraints. Crucially, we show that the problems of interest can be cast into a standard semi-
infinite program and demonstrate how to generate optimal uncertainty scenario sets in order to
obtain numerical solutions. We also include examples on model predictive control for obstacle
avoidance with logical conditions, control with input saturation affected by uncertainty, and
optimal parameter estimation to highlight the need for the proposed extension. Our method
solves each of the examples considered, producing violation-free and locally optimal solutions.
Date Acceptance
2024-03-15
Citation
IFAC-PapersOnLine
ISSN
2405-8963
Publisher
Elsevier
Journal / Book Title
IFAC-PapersOnLine
Copyright Statement
Subject to copyright This paper is embargoed until publication. Once published the Version of Record (VoR) will be available on immediate open access.
Source
8th IFAC Conference on Nonlinear Model Predictive Control
Publication Status
Accepted
Start Date
2024-08-21
Finish Date
2024-08-24
Coverage Spatial
Kyoto, Japan
Rights Embargo Date
10000-01-01