TR2017-052

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", arXiv, April 2017.
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      • @techreport{MERL_TR2017-052,
      • author = {Knyazev, A. and Malyshev, A.},
      • title = {Preconditioned warm-started Newton-Krylov methods for MPC with discontinuous control},
      • institution = {MERL - Mitsubishi Electric Research Laboratories},
      • address = {Cambridge, MA 02139},
      • number = {TR2017-052},
      • month = apr,
      • year = 2017,
      • url = {http://www.merl.com/publications/TR2017-052/}
      • }
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  • Research Areas:

    Mechatronics, Advanced Control Systems


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.