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 , , ,

    We derive practical stability results for finite-control set and mixed-integer model predictive control. Thereby, we investigate the evolution of the closed-loop system in the presence of control rounding and draw conclusions about optimality. The paper integrates integral approximation strategies with the inherent robustness properties of conventional model predictive control with stabilizing terminal conditions. We propose … 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