ADMM for MPC with state and input constraints, and input nonlinearity

In this paper we propose an Alternating Direction Method of Multipliers (ADMM) algorithm for solving a Model Predictive Control (MPC) optimization problem, in which the system has state and input constraints and a nonlinear input map. The resulting optimization is nonconvex, and we provide a proof o...

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Main Authors: East, S, Cannon, M
Format: Conference item
Published: Institute of Electrical and Electronics Engineers 2018
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author East, S
Cannon, M
author_facet East, S
Cannon, M
author_sort East, S
collection OXFORD
description In this paper we propose an Alternating Direction Method of Multipliers (ADMM) algorithm for solving a Model Predictive Control (MPC) optimization problem, in which the system has state and input constraints and a nonlinear input map. The resulting optimization is nonconvex, and we provide a proof of convergence to a point satisfying necessary conditions for optimality. This general method is proposed as a solution for blended mode control of hybrid electric vehicles, to allow optimization in real time. To demonstrate the properties of the algorithm we conduct numerical experiments on randomly generated problems, and show that the algorithm is effective for achieving an approximate solution, but has limitations when an exact solution is required.
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spelling oxford-uuid:46096d3c-de47-4d84-aa14-1be74d0403a62022-03-26T15:11:22ZADMM for MPC with state and input constraints, and input nonlinearityConference itemhttp://purl.org/coar/resource_type/c_5794uuid:46096d3c-de47-4d84-aa14-1be74d0403a6Symplectic Elements at OxfordInstitute of Electrical and Electronics Engineers2018East, SCannon, MIn this paper we propose an Alternating Direction Method of Multipliers (ADMM) algorithm for solving a Model Predictive Control (MPC) optimization problem, in which the system has state and input constraints and a nonlinear input map. The resulting optimization is nonconvex, and we provide a proof of convergence to a point satisfying necessary conditions for optimality. This general method is proposed as a solution for blended mode control of hybrid electric vehicles, to allow optimization in real time. To demonstrate the properties of the algorithm we conduct numerical experiments on randomly generated problems, and show that the algorithm is effective for achieving an approximate solution, but has limitations when an exact solution is required.
spellingShingle East, S
Cannon, M
ADMM for MPC with state and input constraints, and input nonlinearity
title ADMM for MPC with state and input constraints, and input nonlinearity
title_full ADMM for MPC with state and input constraints, and input nonlinearity
title_fullStr ADMM for MPC with state and input constraints, and input nonlinearity
title_full_unstemmed ADMM for MPC with state and input constraints, and input nonlinearity
title_short ADMM for MPC with state and input constraints, and input nonlinearity
title_sort admm for mpc with state and input constraints and input nonlinearity
work_keys_str_mv AT easts admmformpcwithstateandinputconstraintsandinputnonlinearity
AT cannonm admmformpcwithstateandinputconstraintsandinputnonlinearity