TR2017-104

Preconditioned warm-started Newton-Krylov methods for MPC with discontinuous control

    •  Knyazev, A., Malyshev, A., "Preconditioned warm-started Newton-Krylov methods for MPC with discontinuous control", SIAM Conference on Control and its Applications, July 2017.
      BibTeX TR2017-104 PDF
      • @inproceedings{Knyazev2017jul,
      • author = {Knyazev, Andrew and Malyshev, Alexander},
      • title = {Preconditioned warm-started Newton-Krylov methods for MPC with discontinuous control},
      • booktitle = {SIAM Conference on Control and its Applications},
      • year = 2017,
      • month = jul,
      • url = {https://www.merl.com/publications/TR2017-104}
      • }
  • Research Area:

    Control

Abstract:

We present Newton-Krylov methods for efficient numerical solution of optimal control problems arising in model predictive control, where the optimal control is discontinuous. As in our earlier work, preconditioned GMRES practically results in an optimal O(N) complexity, where N is a discrete horizon length. Effects of a warm-start, shifting along the predictive horizon, are numerically investigated. The method is tested on a classical double integrator example of a minimum-time problem with a known bang-bang optimal control.

 

  • Related Publication

  •  Knyazev, A., Malyshev, A., "Preconditioned warm-started Newton-Krylov methods for MPC with discontinuous control", arXiv, April 2017.
    BibTeX arXiv
    • @article{Knyazev2017apr,
    • author = {Knyazev, Andrew and Malyshev, Alexander},
    • title = {Preconditioned warm-started Newton-Krylov methods for MPC with discontinuous control},
    • journal = {arXiv},
    • year = 2017,
    • month = apr,
    • url = {https://arxiv.org/abs/1704.06973}
    • }