"Continuation/Krylov Method and Multiple Shooting for a Real-Time Algorithm of Nonlinear Model Predictive Control"
Prof. Toshiyuki Ohtsuka (Osaka University)
http://www-sc.sys.es.osaka-u.ac.jp/~ohtsuka/
Abstract: This talk gives an overview of continuation-based real-time
algorithm for nonlinear model predictive control. The optimal solution is
updated by solving a linear equation only once at each sampling time, and
the linear equation can be solved efficiently with a Krylov subspace method,
GMRES. In addition to the basic idea of the algorithm, implementation
examples for mechanical systems are also presented with emphasis on
practical handling of inequality constraints. Inequalities are treated by
the introduction of penalized slack variables in a way that bears some
similarity to interior point methods with a fixed barrier parameter. For
further improvement of accuracy and computational time of the algorithm,
multiple shooting and condensing are also introduced. This is a joint work
with Moritz Diehl and a former student, Yuichi Shimizu.
Slides, Overview research group