Online constraint removal: Accelerating MPC with a Lyapunov function

• Michael Jost ^[1] ; Gabriele Pannocchia ^[2] ; Martin Mönnigmann ^[1]
  1. [1] Ruhr University Bochum

     Ruhr University Bochum

     Kreisfreie Stadt Bochum, Alemania

     
  2. [2] University of Pisa

     University of Pisa

     Pisa, Italia

     
• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Vol. 57, 2015, págs. 164-169
• Idioma: inglés
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• Resumen

  • We show how to use a Lyapunov function to accelerate MPC for linear discrete-time systems with linear constraints and quadratic cost. Our method predicts, in the current time step, which constraints will be inactive in the next time step. These constraints can be removed from the online optimization problem of the next time step. The criterion for the detection of inactive constraints is based on the decrease of the Lyapunov function along the trajectory of the controlled system. The criterion is simple, easy to implement in existing MPC algorithms, and its computational cost is small.