Towards a framework for nonlinear predictive control using derivative-free optimization
File(s)NMPC_2021___Derivative_Free_MPC_Framework.pdf (308.46 KB)
Accepted version
Author(s)
McInerney, Ian
Nita, Lucian
Nie, Yuanbo
Oliveri, Alberto
Kerrigan, Eric C
Type
Conference Paper
Abstract
The use of derivative-based solvers to compute solutions to optimal control problems with non-differentiable cost or dynamics often requires reformulations or relaxations that complicate the implementation or increase computational complexity. We present an initial framework for using the derivative-free Mesh Adaptive Direct Search (MADS) algorithm to solve Nonlinear Model Predictive Control problems with non-differentiable features without the need for reformulation. The MADS algorithm performs a structured search of the input space by simulating selected system trajectories and computing the subsequent cost value. We propose handling the path constraints and the Lagrange cost term by augmenting the system dynamics with additional states to compute the violation and cost value alongside the state trajectories, eliminating the need for reconstructing the state trajectories in a separate phase. We demonstrate the practicality of this framework by solving a robust rocket control problem, where the objective is to reach a target altitude as close as possible, given a system with uncertain parameters. This example uses a non-differentiable cost function and simulates two different system trajectories simultaneously, with each system having its own free final time.
Date Issued
2021-09-09
Date Acceptance
2021-04-28
Citation
IFAC-PapersOnLine, 2021, pp.284-289
ISSN
2405-8963
Publisher
Elsevier
Start Page
284
End Page
289
Journal / Book Title
IFAC-PapersOnLine
Copyright Statement
© 2019, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd.
Identifier
https://www.sciencedirect.com/science/article/pii/S2405896321013331?via%3Dihub
Source
7th IFAC Conference on Nonlinear Model Predictive Control
Subjects
Science & Technology
Technology
Automation & Control Systems
optimal control
mesh adaptive direct search
derivative-free optimization
math.OC
math.OC
cs.SY
eess.SY
Publication Status
Published
Start Date
2021-07-11
Finish Date
2021-07-14
Coverage Spatial
Bratislava, Slovakia
Date Publish Online
2021-07-11