Reduced precision solution criteria for nonlinear model predictive control with the feasibility-perturbed sequential quadratic programming algorithm  

作　　者：Jiao-na WAN Zhi-jiang SHAO Ke-xin WAN Xue-yi FANG Zhi-qiang WANG Ji-xin QIAN 

机构地区：[1]State Key Lab of Industrial Control Technology, Institute of Industrial Control, Department of Control Science and Engineering, Zhejiang University, Hangzhou 310027, China

出　　处：《Journal of Zhejiang University-Science C(Computers and Electronics)》2011年第11期919-931,共13页浙江大学学报C辑（计算机与电子（英文版）

基　　金：supported by the National Natural Science Foundation of China (Nos. 60934007 and 60974007);the National Basic Research Program (973) of China (No. 2009CB320603)

摘　　要：We propose a novel kind of termination criteria, reduced precision solution (RPS) criteria, for solving optimal control problems (OCPs) in nonlinear model predictive control (NMPC), which should be solved quickly for new inputs to be applied in time. Computational delay, which may destroy the closed-loop stability, usually arises while non-convex and nonlinear OCPs are solved with differential equations as the constraints. Traditional termination criteria of optimization algorithms usually involve slow convergence in the solution procedure and waste computing resources. Considering the practical demand of solution precision, RPS criteria are developed to obtain good approximate solutions with less computational cost. These include some indices to judge the degree of convergence during the optimization procedure and can stop iterating in a timely way when there is no apparent improvement of the solution. To guarantee the feasibility of iterate for the solution procedure to be terminated early, the feasibility- perturbed sequential quadratic programming (FP-SQP) algorithm is used. Simulations on the reference tracking performance of a continuously stirred tank reactor (CSTR) show that the RPS criteria efficiently reduce computation time and the adverse effect of computational delay on closed-loop stability.We propose a novel kind of termination criteria, reduced precision solution （RPS） criteria, for solving optimal control problems （OCPs） in nonlinear model predictive control （NMPC）, which should be solved quickly for new inputs to be applied in time. Computational delay, which may destroy the closed-loop stability, usually arises while non-convex and nonlinear OCPs are solved with differential equations as the constraints. Traditional termination criteria of optimization algorithms usually involve slow convergence in the solution procedure and waste computing resources. Considering the practical demand of solution precision, RPS criteria are developed to obtain good approximate solutions with less computational cost. These include some indices to judge the degree of convergence during the optimization procedure and can stop iterating in a timely way when there is no apparent improvement of the solution. To guarantee the feasibility of iterate for the solution procedure to be terminated early, the feasibility- perturbed sequential quadratic programming （FP-SQP） algorithm is used. Simulations on the reference tracking performance of a continuously stirred tank reactor （CSTR） show that the RPS criteria efficiently reduce computation time and the adverse effect of computational delay on closed-loop stability.

关 键 词：Nonlinear model predictive control （NMPC） Computational delay Termination criteria Continuously stirred tankreactor （CSTR） 

分 类 号：TP273[自动化与计算机技术—检测技术与自动化装置]