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Author: Isak Nielsen Publisher: Linköping University Electronic Press ISBN: 9176855287 Category : Languages : en Pages : 202
Book Description
Numerical algorithms for efficiently solving optimal control problems are important for commonly used advanced control strategies, such as model predictive control (MPC), but can also be useful for advanced estimation techniques, such as moving horizon estimation (MHE). In MPC, the control input is computed by solving a constrained finite-time optimal control (CFTOC) problem on-line, and in MHE the estimated states are obtained by solving an optimization problem that often can be formulated as a CFTOC problem. Common types of optimization methods for solving CFTOC problems are interior-point (IP) methods, sequential quadratic programming (SQP) methods and active-set (AS) methods. In these types of methods, the main computational effort is often the computation of the second-order search directions. This boils down to solving a sequence of systems of equations that correspond to unconstrained finite-time optimal control (UFTOC) problems. Hence, high-performing second-order methods for CFTOC problems rely on efficient numerical algorithms for solving UFTOC problems. Developing such algorithms is one of the main focuses in this thesis. When the solution to a CFTOC problem is computed using an AS type method, the aforementioned system of equations is only changed by a low-rank modification between two AS iterations. In this thesis, it is shown how to exploit these structured modifications while still exploiting structure in the UFTOC problem using the Riccati recursion. Furthermore, direct (non-iterative) parallel algorithms for computing the search directions in IP, SQP and AS methods are proposed in the thesis. These algorithms exploit, and retain, the sparse structure of the UFTOC problem such that no dense system of equations needs to be solved serially as in many other algorithms. The proposed algorithms can be applied recursively to obtain logarithmic computational complexity growth in the prediction horizon length. For the case with linear MPC problems, an alternative approach to solving the CFTOC problem on-line is to use multiparametric quadratic programming (mp-QP), where the corresponding CFTOC problem can be solved explicitly off-line. This is referred to as explicit MPC. One of the main limitations with mp-QP is the amount of memory that is required to store the parametric solution. In this thesis, an algorithm for decreasing the required amount of memory is proposed. The aim is to make mp-QP and explicit MPC more useful in practical applications, such as embedded systems with limited memory resources. The proposed algorithm exploits the structure from the QP problem in the parametric solution in order to reduce the memory footprint of general mp-QP solutions, and in particular, of explicit MPC solutions. The algorithm can be used directly in mp-QP solvers, or as a post-processing step to an existing solution.
Author: Isak Nielsen Publisher: Linköping University Electronic Press ISBN: 9176855287 Category : Languages : en Pages : 202
Book Description
Numerical algorithms for efficiently solving optimal control problems are important for commonly used advanced control strategies, such as model predictive control (MPC), but can also be useful for advanced estimation techniques, such as moving horizon estimation (MHE). In MPC, the control input is computed by solving a constrained finite-time optimal control (CFTOC) problem on-line, and in MHE the estimated states are obtained by solving an optimization problem that often can be formulated as a CFTOC problem. Common types of optimization methods for solving CFTOC problems are interior-point (IP) methods, sequential quadratic programming (SQP) methods and active-set (AS) methods. In these types of methods, the main computational effort is often the computation of the second-order search directions. This boils down to solving a sequence of systems of equations that correspond to unconstrained finite-time optimal control (UFTOC) problems. Hence, high-performing second-order methods for CFTOC problems rely on efficient numerical algorithms for solving UFTOC problems. Developing such algorithms is one of the main focuses in this thesis. When the solution to a CFTOC problem is computed using an AS type method, the aforementioned system of equations is only changed by a low-rank modification between two AS iterations. In this thesis, it is shown how to exploit these structured modifications while still exploiting structure in the UFTOC problem using the Riccati recursion. Furthermore, direct (non-iterative) parallel algorithms for computing the search directions in IP, SQP and AS methods are proposed in the thesis. These algorithms exploit, and retain, the sparse structure of the UFTOC problem such that no dense system of equations needs to be solved serially as in many other algorithms. The proposed algorithms can be applied recursively to obtain logarithmic computational complexity growth in the prediction horizon length. For the case with linear MPC problems, an alternative approach to solving the CFTOC problem on-line is to use multiparametric quadratic programming (mp-QP), where the corresponding CFTOC problem can be solved explicitly off-line. This is referred to as explicit MPC. One of the main limitations with mp-QP is the amount of memory that is required to store the parametric solution. In this thesis, an algorithm for decreasing the required amount of memory is proposed. The aim is to make mp-QP and explicit MPC more useful in practical applications, such as embedded systems with limited memory resources. The proposed algorithm exploits the structure from the QP problem in the parametric solution in order to reduce the memory footprint of general mp-QP solutions, and in particular, of explicit MPC solutions. The algorithm can be used directly in mp-QP solvers, or as a post-processing step to an existing solution.
Author: Kristoffer Bergman Publisher: Linköping University Electronic Press ISBN: 9179296777 Category : Electronic books Languages : en Pages : 60
Book Description
During the last decades, motion planning for autonomous systems has become an important area of research. The high interest is not the least due to the development of systems such as self-driving cars, unmanned aerial vehicles and robotic manipulators. The objective in optimal motion planning problems is to find feasible motion plans that also optimize a performance measure. From a control perspective, the problem is an instance of an optimal control problem. This thesis addresses optimal motion planning problems for complex dynamical systems that operate in unstructured environments, where no prior reference such as road-lane information is available. Some example scenarios are autonomous docking of vessels in harbors and autonomous parking of self-driving tractor-trailer vehicles at loading sites. The focus is to develop optimal motion planning algorithms that can reliably be applied to these types of problems. This is achieved by combining recent ideas from automatic control, numerical optimization and robotics. The first contribution is a systematic approach for computing local solutions to motion planning problems in challenging unstructured environments. The solutions are computed by combining homotopy methods and direct optimal control techniques. The general principle is to define a homotopy that transforms, or preferably relaxes, the original problem to an easily solved problem. The approach is demonstrated in motion planning problems in 2D and 3D environments, where the presented method outperforms a state-of-the-art asymptotically optimal motion planner based on random sampling. The second contribution is an optimization-based framework for automatic generation of motion primitives for lattice-based motion planners. Given a family of systems, the user only needs to specify which principle types of motions that are relevant for the considered system family. Based on the selected principle motions and a selected system instance, the framework computes a library of motion primitives by simultaneously optimizing the motions and the terminal states. The final contribution of this thesis is a motion planning framework that combines the strengths of sampling-based planners with direct optimal control in a novel way. The sampling-based planner is applied to the problem in a first step using a discretized search space, where the system dynamics and objective function are chosen to coincide with those used in a second step based on optimal control. This combination ensures that the sampling-based motion planner provides a feasible motion plan which is highly suitable as warm-start to the optimal control step. Furthermore, the second step is modified such that it also can be applied in a receding-horizon fashion, where the proposed combination of methods is used to provide theoretical guarantees in terms of recursive feasibility, worst-case objective function value and convergence to the terminal state. The proposed motion planning framework is successfully applied to several problems in challenging unstructured environments for tractor-trailer vehicles. The framework is also applied and tailored for maritime navigation for vessels in archipelagos and harbors, where it is able to compute energy-efficient trajectories which complies with the international regulations for preventing collisions at sea.
Author: Kristoffer Bergman Publisher: Linköping University Electronic Press ISBN: 9176850579 Category : Languages : en Pages : 91
Book Description
During the last decades, motion planning for autonomous systems has become an important area of research. The high interest is not the least due to the development of systems such as self-driving cars, unmanned aerial vehicles and robotic manipulators. In this thesis, the objective is not only to find feasible solutions to a motion planning problem, but solutions that also optimize some kind of performance measure. From a control perspective, the resulting problem is an instance of an optimal control problem. In this thesis, the focus is to further develop optimal control algorithms such that they be can used to obtain improved solutions to motion planning problems. This is achieved by combining ideas from automatic control, numerical optimization and robotics. First, a systematic approach for computing local solutions to motion planning problems in challenging environments is presented. The solutions are computed by combining homotopy methods and numerical optimal control techniques. The general principle is to define a homotopy that transforms, or preferably relaxes, the original problem to an easily solved problem. The approach is demonstrated in motion planning problems in 2D and 3D environments, where the presented method outperforms both a state-of-the-art numerical optimal control method based on standard initialization strategies and a state-of-the-art optimizing sampling-based planner based on random sampling. Second, a framework for automatically generating motion primitives for lattice-based motion planners is proposed. Given a family of systems, the user only needs to specify which principle types of motions that are relevant for the considered system family. Based on the selected principle motions and a selected system instance, the algorithm not only automatically optimizes the motions connecting pre-defined boundary conditions, but also simultaneously optimizes the terminal state constraints as well. In addition to handling static a priori known system parameters such as platform dimensions, the framework also allows for fast automatic re-optimization of motion primitives if the system parameters change while the system is in use. Furthermore, the proposed framework is extended to also allow for an optimization of discretization parameters, that are are used by the lattice-based motion planner to define a state-space discretization. This enables an optimized selection of these parameters for a specific system instance. Finally, a unified optimization-based path planning approach to efficiently compute locally optimal solutions to advanced path planning problems is presented. The main idea is to combine the strengths of sampling-based path planners and numerical optimal control. The lattice-based path planner is applied to the problem in a first step using a discretized search space, where system dynamics and objective function are chosen to coincide with those used in a second numerical optimal control step. This novel tight combination of a sampling-based path planner and numerical optimal control makes, in a structured way, benefit of the former method’s ability to solve combinatorial parts of the problem and the latter method’s ability to obtain locally optimal solutions not constrained to a discretized search space. The proposed approach is shown in several practically relevant path planning problems to provide improvements in terms of computation time, numerical reliability, and objective function value.
Author: Michael Hinze Publisher: Springer Science & Business Media ISBN: 1402088396 Category : Mathematics Languages : en Pages : 279
Book Description
Solving optimization problems subject to constraints given in terms of partial d- ferential equations (PDEs) with additional constraints on the controls and/or states is one of the most challenging problems in the context of industrial, medical and economical applications, where the transition from model-based numerical si- lations to model-based design and optimal control is crucial. For the treatment of such optimization problems the interaction of optimization techniques and num- ical simulation plays a central role. After proper discretization, the number of op- 3 10 timization variables varies between 10 and 10 . It is only very recently that the enormous advances in computing power have made it possible to attack problems of this size. However, in order to accomplish this task it is crucial to utilize and f- ther explore the speci?c mathematical structure of optimization problems with PDE constraints, and to develop new mathematical approaches concerning mathematical analysis, structure exploiting algorithms, and discretization, with a special focus on prototype applications. The present book provides a modern introduction to the rapidly developing ma- ematical ?eld of optimization with PDE constraints. The ?rst chapter introduces to the analytical background and optimality theory for optimization problems with PDEs. Optimization problems with PDE-constraints are posed in in?nite dim- sional spaces. Therefore, functional analytic techniques, function space theory, as well as existence- and uniqueness results for the underlying PDE are essential to study the existence of optimal solutions and to derive optimality conditions.
Author: Pontus Giselsson Publisher: Springer ISBN: 3319974785 Category : Mathematics Languages : en Pages : 412
Book Description
This book presents tools and methods for large-scale and distributed optimization. Since many methods in "Big Data" fields rely on solving large-scale optimization problems, often in distributed fashion, this topic has over the last decade emerged to become very important. As well as specific coverage of this active research field, the book serves as a powerful source of information for practitioners as well as theoreticians. Large-Scale and Distributed Optimization is a unique combination of contributions from leading experts in the field, who were speakers at the LCCC Focus Period on Large-Scale and Distributed Optimization, held in Lund, 14th–16th June 2017. A source of information and innovative ideas for current and future research, this book will appeal to researchers, academics, and students who are interested in large-scale optimization.
Author: Lalo Magni Publisher: Springer ISBN: 3642010946 Category : Technology & Engineering Languages : en Pages : 562
Book Description
Over the past few years significant progress has been achieved in the field of nonlinear model predictive control (NMPC), also referred to as receding horizon control or moving horizon control. More than 250 papers have been published in 2006 in ISI Journals. With this book we want to bring together the contributions of a diverse group of internationally well recognized researchers and industrial practitioners, to critically assess the current status of the NMPC field and to discuss future directions and needs. The book consists of selected papers presented at the International Workshop on Assessment an Future Directions of Nonlinear Model Predictive Control that took place from September 5 to 9, 2008, in Pavia, Italy.
Author: Christian Kirches Publisher: Springer Science & Business Media ISBN: 383488202X Category : Computers Languages : en Pages : 380
Book Description
Christian Kirches develops a fast numerical algorithm of wide applicability that efficiently solves mixed-integer nonlinear optimal control problems. He uses convexification and relaxation techniques to obtain computationally tractable reformulations for which feasibility and optimality certificates can be given even after discretization and rounding.
Author: Radoslaw Pytlak Publisher: Springer ISBN: 3540486623 Category : Science Languages : en Pages : 224
Book Description
While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to numerical methods are relatively scarce. This book fills the gap by providing a family of new methods. Among others, a novel convergence analysis of optimal control algorithms is introduced. The analysis refers to the topology of relaxed controls only to a limited degree and makes little use of Lagrange multipliers corresponding to state constraints. This approach enables the author to provide global convergence analysis of first order and superlinearly convergent second order methods. Further, the implementation aspects of the methods developed in the book are presented and discussed. The results concerning ordinary differential equations are then extended to control problems described by differential-algebraic equations in a comprehensive way for the first time in the literature.
Author: Isak Nielsen
Author: Isak Nielsen
Author: Dimitris Kouzoupis
Author: John T. Betts
Author: Kristoffer Bergman
Author: Kristoffer Bergman
Author: Michael Hinze
Author: Pontus Giselsson
Author: Lalo Magni
Author: Christian Kirches
Author: Radoslaw Pytlak