Multi-Phase Optimal Control Problems for Efficient Nonlinear Model
Predictive Control with acados
Abstract
Computationally efficient nonlinear model predictive control relies on
elaborate discrete-time optimal control problem (OCP) formulations
trading off accuracy with respect to the continuous-time problem and
associated computational burden. Such formulations, however, are in
general not easy to implement within specialized software frameworks
tailored to numerical optimal control. This paper introduces a new
multi-phase OCP interface for the open-source software acados allowing
to conveniently formulate such problems and generate fast solvers that
can be used for nonlinear model predictive control (NMPC). While
multi-phase OCP (MOCP) formulations occur naturally in many
applications, this work focuses on MOCP formulations that can be used to
efficiently approximate standard continuous-time OCPs in the context of
NMPC. To this end, the paper discusses advanced control
parametrizations, such as closed-loop costing and piecewise polynomials
with varying degree, as well as partial tightening and formulations that
leverage models of different fidelity. An introductory example is
presented to showcase the usability of the new interface. Finally, three
numerical experiments demonstrate that NMPC controllers based on
multi-phase formulations can efficiently trade-off computation time and
control performance.