robust model predictive control

Rounding in Mixed-Integer Model Predictive Control

  • Artemi Makarow
  • Christian Kirches
    • Categories Approximation Algorithms, Control Applications, Systems governed by Differential Equations Optimization Tags , , ,

    This paper interfaces combinatorial integral approximation strategies with the inherent robustness properties of conventional model predictive control with stabilizing terminal conditions. We deduce practical stability results for finite-control set and mixed-integer model predictive control and investigate the evolution of the closed-loop system in the presence of control rounding to draw conclusions about deviation from optimality. … Read more

    Optimization Techniques for Tree-Structured Nonlinear Problems

  • Jens Hübner
  • Martin Schmidt
  • Marc C. Steinbach
    • Categories Nonlinear Optimization, Stochastic Programming Tags , , , ,

    Robust model predictive control approaches and other applications lead to nonlinear optimization problems defined on (scenario) trees. We present structure-preserving Quasi-Newton update formulas as well as structured inertia correction techniques that allow to solve these problems by interior-point methods with specialized KKT solvers for tree-structured optimization problems. The same type of KKT solvers could be … Read more