TR2018-119
Quasi-Newton Jacobian and Hessian Updates for Pseudospectral based NMPC
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- "Quasi-Newton Jacobian and Hessian Updates for Pseudospectral based NMPC", IFAC Conference on Nonlinear Model Predictive Control (NMPC), DOI: 10.1016/j.ifacol.2018.10.169, August 2018, vol. 51, pp. 22-27.BibTeX TR2018-119 PDF
- @inproceedings{Quirynen2018aug,
- author = {Quirynen, Rien and Hespanhol, Pedro},
- title = {Quasi-Newton Jacobian and Hessian Updates for Pseudospectral based NMPC},
- booktitle = {IFAC Conference on Nonlinear Model Predictive Control (NMPC)},
- year = 2018,
- volume = 51,
- number = 20,
- pages = {22--27},
- month = aug,
- publisher = {Elsevier},
- doi = {10.1016/j.ifacol.2018.10.169},
- url = {https://www.merl.com/publications/TR2018-119}
- }
,
- "Quasi-Newton Jacobian and Hessian Updates for Pseudospectral based NMPC", IFAC Conference on Nonlinear Model Predictive Control (NMPC), DOI: 10.1016/j.ifacol.2018.10.169, August 2018, vol. 51, pp. 22-27.
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Research Areas:
Abstract:
Pseudospectral and collocation methods form a popular direct approach to solving continuous-time optimal control problems. Lifted Newton-type algorithms have been proposed as a computationally efficient way to implement online pseudospectral methods for nonlinear model predictive control (NMPC). The present paper extends this work based on a rank-one Jacobian update formula for the nonlinear system dynamics. In addition, we describe an algorithm implementation where this rank-one Jacobian update can be used directly to compute a low-rank update to the condensed Hessian, resulting in an overall quadratic computational complexity for each iteration. A preliminary C code implementation is shown to allow considerable numerical speedups for the optimal control case study of the nonlinear chain of masses.
Related News & Events
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NEWS MERL Control and Dynamical Systems Group presented 8 papers at IFAC NMPC conference Date: August 19, 2018 - August 22, 2018
Where: IFAC NMPC, Madison, WI
MERL Contact: Stefano Di Cairano
Research Area: ControlBrief- The 6th IFAC Conference on Nonlinear Model Predictive Control (NMPC), http://www.nmpc2018.org/, is a highly focused conference that attracts experts in this area from around the world. Members of the Control and Dynamical Systems group presented 8 papers (out of the 149 at the conference!) Stefano Di Cairano delivered one of the 7 plenary lectures entitled "Contract-Based Design of Control Architectures by Model Predictive Control.".