Skip to main content
Top

2019 | OriginalPaper | Chapter

Convexification and Real-Time Optimization for MPC with Aerospace Applications

Authors : Yuanqi Mao, Daniel Dueri, Michael Szmuk, Behçet Açıkmeşe

Published in: Handbook of Model Predictive Control

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

This chapter gives an overview of recent developments of convexification and real-time convex optimization based control methods, in the context of Model Predictive Control (MPC). Lossless Convexification is a technique that formulates a class of non-convex control constraints as equivalent convex ones, while Successive Convexification gives an algorithm that targets nonlinear dynamics and certain non-convex state constraints. A large class of real-world optimal control problems can be solved with either method or a combination of both. For some time-critical applications, such as autonomous vehicles, it is crucial to have real-time capabilities. The real-time solution to these problems requires highly efficient customized convex programming solvers, which is also discussed as a part of this chapter. The effectiveness of convexification methods and real-time computation is demonstrated by a planetary soft landing problem throughout the chapter.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Açıkmeşe, B., Blackmore, L.: Lossless convexification of a class of optimal control problems with non-convex control constraints. Automatica 47(2), 341–347 (2011)MathSciNetCrossRef Açıkmeşe, B., Blackmore, L.: Lossless convexification of a class of optimal control problems with non-convex control constraints. Automatica 47(2), 341–347 (2011)MathSciNetCrossRef
2.
go back to reference Açıkmeşe, B., Ploen, S.R.: Convex programming approach to powered descent guidance for Mars landing. AIAA J. Guid. Control Dyn. 30(5), 1353–1366 (2007)CrossRef Açıkmeşe, B., Ploen, S.R.: Convex programming approach to powered descent guidance for Mars landing. AIAA J. Guid. Control Dyn. 30(5), 1353–1366 (2007)CrossRef
3.
go back to reference Açıkmese, B., Scharf, D.P., Murray, E.A., Hadaegh, F.Y.: A convex guidance algorithm for formation reconfiguration. In: Proceedings of the AIAA Guidance, Navigation, and Control Conference and Exhibit (2006) Açıkmese, B., Scharf, D.P., Murray, E.A., Hadaegh, F.Y.: A convex guidance algorithm for formation reconfiguration. In: Proceedings of the AIAA Guidance, Navigation, and Control Conference and Exhibit (2006)
4.
go back to reference Açikmese, B., Carson, J.M., Bayard, D.S.: A robust model predictive control algorithm for incrementally conic uncertain/nonlinear systems. Int. J. Robust Nonlinear Control 21(5), 563–590 (2011)MathSciNetCrossRef Açikmese, B., Carson, J.M., Bayard, D.S.: A robust model predictive control algorithm for incrementally conic uncertain/nonlinear systems. Int. J. Robust Nonlinear Control 21(5), 563–590 (2011)MathSciNetCrossRef
5.
go back to reference Açıkmeşe, B., Carson, J., Blackmore, L.: Lossless convexification of non-convex control bound and pointing constraints of the soft landing optimal control problem. IEEE Trans. Control Syst. Technol. 21(6), 2104–2113 (2013)CrossRef Açıkmeşe, B., Carson, J., Blackmore, L.: Lossless convexification of non-convex control bound and pointing constraints of the soft landing optimal control problem. IEEE Trans. Control Syst. Technol. 21(6), 2104–2113 (2013)CrossRef
6.
go back to reference Augugliaro, F., Schoellig, A.P., D’Andrea, R.: Generation of collision-free trajectories for a quadrocopter fleet: a sequential convex programming approach. In: 2012 IEEE/RSJ International Conference on Intelligent Robots and Systems, pp. 1917–1922. IEEE, Piscataway (2012) Augugliaro, F., Schoellig, A.P., D’Andrea, R.: Generation of collision-free trajectories for a quadrocopter fleet: a sequential convex programming approach. In: 2012 IEEE/RSJ International Conference on Intelligent Robots and Systems, pp. 1917–1922. IEEE, Piscataway (2012)
8.
go back to reference Azhmyakov, V., Raisch, J.: Convex control systems and convex optimal control problems with constraints. IEEE Trans. Autom. Control 53(4), 993–998 (2008)MathSciNetCrossRef Azhmyakov, V., Raisch, J.: Convex control systems and convex optimal control problems with constraints. IEEE Trans. Autom. Control 53(4), 993–998 (2008)MathSciNetCrossRef
10.
go back to reference Blackmore, L.: Autonomous precision landing of space rockets. Bridge Natl. Acad. Eng. 46(4), 15–20 (2016) Blackmore, L.: Autonomous precision landing of space rockets. Bridge Natl. Acad. Eng. 46(4), 15–20 (2016)
11.
go back to reference Blackmore, L., Açıkmeşe, B., Carson, J.M.: Lossless convexfication of control constraints for a class of nonlinear optimal control problems. Syst. Control Lett. 61(4), 863–871 (2012)CrossRef Blackmore, L., Açıkmeşe, B., Carson, J.M.: Lossless convexfication of control constraints for a class of nonlinear optimal control problems. Syst. Control Lett. 61(4), 863–871 (2012)CrossRef
12.
go back to reference Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)CrossRef Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2004)CrossRef
13.
go back to reference Buskens, C., Maurer, H.: SQP-methods for solving optimal control problems with control and state constraints: adjoint variables, sensitivity analysis, and real-time control. J. Comput. Appl. Math. 120, 85–108 (2000)MathSciNetCrossRef Buskens, C., Maurer, H.: SQP-methods for solving optimal control problems with control and state constraints: adjoint variables, sensitivity analysis, and real-time control. J. Comput. Appl. Math. 120, 85–108 (2000)MathSciNetCrossRef
14.
go back to reference Canale, M., Fagiano, L., Milanese, M.: Set membership approximation theory for fast implementation of model predictive control laws. Automatica 45(1), 45–54 (2009)MathSciNetCrossRef Canale, M., Fagiano, L., Milanese, M.: Set membership approximation theory for fast implementation of model predictive control laws. Automatica 45(1), 45–54 (2009)MathSciNetCrossRef
15.
go back to reference Chen, Y., Cutler, M., How, J.P.: Decoupled multiagent path planning via incremental sequential convex programming. In: 2015 IEEE International Conference on Robotics and Automation (ICRA), pp 5954–5961. IEEE, Piscataway (2015) Chen, Y., Cutler, M., How, J.P.: Decoupled multiagent path planning via incremental sequential convex programming. In: 2015 IEEE International Conference on Robotics and Automation (ICRA), pp 5954–5961. IEEE, Piscataway (2015)
16.
go back to reference Conn, A.R., Gould, N.I., Toint, P.L.: Trust Region Methods, vol 1. SIAM, Philadelphia (2000)CrossRef Conn, A.R., Gould, N.I., Toint, P.L.: Trust Region Methods, vol 1. SIAM, Philadelphia (2000)CrossRef
17.
go back to reference Diehl, M., Bock, H.G., Schlöder, J.P., Findeisen, R., Nagy, Z., Allgöwer, F.: Real-time optimization and nonlinear model predictive control of processes governed by differential-algebraic equations. J. Process Control 12(4), 577–585 (2002)CrossRef Diehl, M., Bock, H.G., Schlöder, J.P., Findeisen, R., Nagy, Z., Allgöwer, F.: Real-time optimization and nonlinear model predictive control of processes governed by differential-algebraic equations. J. Process Control 12(4), 577–585 (2002)CrossRef
18.
go back to reference Domahidi, A., Chu, E., Boyd, S.: ECOS: an SOCP solver for embedded systems. In: Proceedings European Control Conference (2013) Domahidi, A., Chu, E., Boyd, S.: ECOS: an SOCP solver for embedded systems. In: Proceedings European Control Conference (2013)
19.
go back to reference Dueri, D., Zhang, J., Açikmese, B.: Automated custom code generation for embedded, real-time second order cone programming. In: 19th IFAC World Congress, pp. 1605–1612 (2014) Dueri, D., Zhang, J., Açikmese, B.: Automated custom code generation for embedded, real-time second order cone programming. In: 19th IFAC World Congress, pp. 1605–1612 (2014)
20.
go back to reference Dueri, D., Açıkmeşe, B., Scharf, D.P., Harris, M.W.: Customized real-time interior-point methods for onboard powered-descent guidance. J. Guid. Control Dyn. 40, 197–212 (2017)CrossRef Dueri, D., Açıkmeşe, B., Scharf, D.P., Harris, M.W.: Customized real-time interior-point methods for onboard powered-descent guidance. J. Guid. Control Dyn. 40, 197–212 (2017)CrossRef
21.
go back to reference Dueri, D., Mao, Y., Mian, Z., Ding, J., Açıkmeşe, B.: Trajectory optimization with inter-sample obstacle avoidance via successive convexification. In: IEEE 56th Conference on Decision and Control (CDC) (2017) Dueri, D., Mao, Y., Mian, Z., Ding, J., Açıkmeşe, B.: Trajectory optimization with inter-sample obstacle avoidance via successive convexification. In: IEEE 56th Conference on Decision and Control (CDC) (2017)
22.
go back to reference Fletcher, R.: Practical Methods of Optimization: Vol. 2: Constrained Optimization. Wiley, New York (1981) Fletcher, R.: Practical Methods of Optimization: Vol. 2: Constrained Optimization. Wiley, New York (1981)
23.
go back to reference Franzè, G., Lucia, W.: The obstacle avoidance motion planning problem for autonomous vehicles: a low-demanding receding horizon control scheme. Syst. Control Lett. 77, 1–10 (2015)MathSciNetCrossRef Franzè, G., Lucia, W.: The obstacle avoidance motion planning problem for autonomous vehicles: a low-demanding receding horizon control scheme. Syst. Control Lett. 77, 1–10 (2015)MathSciNetCrossRef
24.
go back to reference Frazzoli, E., Mao, Z.H., Oh, J.H., Feron, E.: Resolution of conflicts involving many aircraft via semidefinite programming. J. Guid. Control Dyn. 24(1), 79–86 (2001)CrossRef Frazzoli, E., Mao, Z.H., Oh, J.H., Feron, E.: Resolution of conflicts involving many aircraft via semidefinite programming. J. Guid. Control Dyn. 24(1), 79–86 (2001)CrossRef
25.
go back to reference Garcia, C., Morari, M.: Model predictive control: theory and practice — a survey. Automatica 25(3), 335–348 (1989)CrossRef Garcia, C., Morari, M.: Model predictive control: theory and practice — a survey. Automatica 25(3), 335–348 (1989)CrossRef
26.
go back to reference Gerdts, M.: A nonsmooth Newton’s method for control-state constrained optimal control problems. Math. Comput. Simul. 79, 925–936 (2008)MathSciNetCrossRef Gerdts, M.: A nonsmooth Newton’s method for control-state constrained optimal control problems. Math. Comput. Simul. 79, 925–936 (2008)MathSciNetCrossRef
27.
go back to reference Griffith, R.E., Stewart, R.: A nonlinear programming technique for the optimization of continuous processing systems. Manag. Sci. 7(4), 379–392 (1961)MathSciNetCrossRef Griffith, R.E., Stewart, R.: A nonlinear programming technique for the optimization of continuous processing systems. Manag. Sci. 7(4), 379–392 (1961)MathSciNetCrossRef
28.
go back to reference Harris, M.W., Açıkmeşe, B.: Lossless convexification of non-convex optimal control problems for state constrained linear systems. Automatica 50(9), 2304–2311 (2014)MathSciNetCrossRef Harris, M.W., Açıkmeşe, B.: Lossless convexification of non-convex optimal control problems for state constrained linear systems. Automatica 50(9), 2304–2311 (2014)MathSciNetCrossRef
29.
go back to reference Harris, M.W., Açıkmeşe, B.: Minimum time rendezvous of multiple spacecraft using differential drag. J. Guid. Control Dyn. 37, 365–373 (2014)CrossRef Harris, M.W., Açıkmeşe, B.: Minimum time rendezvous of multiple spacecraft using differential drag. J. Guid. Control Dyn. 37, 365–373 (2014)CrossRef
30.
go back to reference Hull D (1997) Conversion of optimal control problems into parameter optimization problems. J. Guid. Control Dyn. 20(1), 57–60CrossRef Hull D (1997) Conversion of optimal control problems into parameter optimization problems. J. Guid. Control Dyn. 20(1), 57–60CrossRef
31.
go back to reference Liu, X., Lu, P.: Solving nonconvex optimal control problems by convex optimization. J. Guid. Control Dyn. 37(3), 750–765 (2014)CrossRef Liu, X., Lu, P.: Solving nonconvex optimal control problems by convex optimization. J. Guid. Control Dyn. 37(3), 750–765 (2014)CrossRef
32.
go back to reference Liu, X., Shen, Z., Lu, P.: Entry trajectory optimization by second-order cone programming. J. Guid. Control Dyn. 39(2), 227–241 (2015)CrossRef Liu, X., Shen, Z., Lu, P.: Entry trajectory optimization by second-order cone programming. J. Guid. Control Dyn. 39(2), 227–241 (2015)CrossRef
33.
go back to reference Machielsen, K.C.P.: Numerical solution of optimal control problems with state constraints by sequential quadratic programming in function space. Technische Universiteit Eindhoven (1987) Machielsen, K.C.P.: Numerical solution of optimal control problems with state constraints by sequential quadratic programming in function space. Technische Universiteit Eindhoven (1987)
34.
go back to reference Mao, Y., Szmuk, M., Açıkmeşe, B.: Successive convexification of non-convex optimal control problems and its convergence properties. In: 2016 IEEE 55th Conference on Decision and Control (CDC), pp. 3636–3641 (2016) Mao, Y., Szmuk, M., Açıkmeşe, B.: Successive convexification of non-convex optimal control problems and its convergence properties. In: 2016 IEEE 55th Conference on Decision and Control (CDC), pp. 3636–3641 (2016)
35.
go back to reference Mao, Y., Dueri, D., Szmuk, M., Açıkmeşe, B.: Successive convexification of non-convex optimal control problems with state constraints. IFAC-PapersOnLine 50(1), 4063–4069 (2017)CrossRef Mao, Y., Dueri, D., Szmuk, M., Açıkmeşe, B.: Successive convexification of non-convex optimal control problems with state constraints. IFAC-PapersOnLine 50(1), 4063–4069 (2017)CrossRef
36.
go back to reference Mattingley, J., Boyd, S.: Automatic code generation for real-time convex optimization. In: Eldar, Y., Palomar, D. (eds.) Convex Optimization in Signal Processing and Communications. Cambridge University Press, Cambridge (2010)MATH Mattingley, J., Boyd, S.: Automatic code generation for real-time convex optimization. In: Eldar, Y., Palomar, D. (eds.) Convex Optimization in Signal Processing and Communications. Cambridge University Press, Cambridge (2010)MATH
37.
go back to reference Mattingley, J., Boyd, S.: Cvxgen: a code generator for embedded convex optimization. Optim. Eng. 13(1), 1–27 (2012)MathSciNetCrossRef Mattingley, J., Boyd, S.: Cvxgen: a code generator for embedded convex optimization. Optim. Eng. 13(1), 1–27 (2012)MathSciNetCrossRef
38.
go back to reference Mayne, D.Q.: Model predictive control: recent developments and future promise. Automatica 50(12), 2967–2986 (2014)MathSciNetCrossRef Mayne, D.Q.: Model predictive control: recent developments and future promise. Automatica 50(12), 2967–2986 (2014)MathSciNetCrossRef
39.
go back to reference Mayne, D.Q., Polak, E.: An exact penalty function algorithm for control problems with state and control constraints. IEEE Trans. Autom. Control 32(5), 380–387 (1987)MathSciNetCrossRef Mayne, D.Q., Polak, E.: An exact penalty function algorithm for control problems with state and control constraints. IEEE Trans. Autom. Control 32(5), 380–387 (1987)MathSciNetCrossRef
40.
go back to reference Mayne, D., Rawlings, J., Rao, C., Scokaert, P.: Constrained model predictive control: stability and optimality. Automatica 36(6), 789–814 (2000)MathSciNetCrossRef Mayne, D., Rawlings, J., Rao, C., Scokaert, P.: Constrained model predictive control: stability and optimality. Automatica 36(6), 789–814 (2000)MathSciNetCrossRef
41.
go back to reference Nesterov, Y., Nemirovskii, A.: Interior-Point Polynomial Algorithms in Convex Programming. Society for Industrial and Applied Mathematics, Philadelphia (1994)CrossRef Nesterov, Y., Nemirovskii, A.: Interior-Point Polynomial Algorithms in Convex Programming. Society for Industrial and Applied Mathematics, Philadelphia (1994)CrossRef
42.
go back to reference Nocedal, J., Wright, S.J.: Numerical Optimization. Springer, Berlin (2006)MATH Nocedal, J., Wright, S.J.: Numerical Optimization. Springer, Berlin (2006)MATH
43.
go back to reference Palacios-Gomez, F., Lasdon, L., Engquist, M.: Nonlinear optimization by successive linear programming. Manag. Sci. 28(10), 1106–1120 (1982)CrossRef Palacios-Gomez, F., Lasdon, L., Engquist, M.: Nonlinear optimization by successive linear programming. Manag. Sci. 28(10), 1106–1120 (1982)CrossRef
44.
go back to reference Polak, E.: Optimization: Algorithms and Consistent Approximations, vol 124. Springer, Berlin (2012) Polak, E.: Optimization: Algorithms and Consistent Approximations, vol 124. Springer, Berlin (2012)
45.
go back to reference Pontryagin, L.S.: Mathematical Theory of Optimal Processes. CRC Press, Boca Raton (1987) Pontryagin, L.S.: Mathematical Theory of Optimal Processes. CRC Press, Boca Raton (1987)
46.
go back to reference Richards, A., How, J.P.: Robust variable horizon model predictive control for vehicle maneuvering. Int. J. Robust Nonlinear Control 16(7), 333–351 (2006)MathSciNetCrossRef Richards, A., How, J.P.: Robust variable horizon model predictive control for vehicle maneuvering. Int. J. Robust Nonlinear Control 16(7), 333–351 (2006)MathSciNetCrossRef
47.
48.
go back to reference Scharf, D.P., Açıkmeşe, B., Dueri, D., Benito, J., Casoliva, J.: Implementation and experimental demonstration of onboard powered-descent guidance. J. Guid. Control Dyn. pp. 213–229 (2016) Scharf, D.P., Açıkmeşe, B., Dueri, D., Benito, J., Casoliva, J.: Implementation and experimental demonstration of onboard powered-descent guidance. J. Guid. Control Dyn. pp. 213–229 (2016)
49.
go back to reference Schulman, J., Duan, Y., Ho, J., Lee, A., Awwal, I., Bradlow, H., Pan, J., Patil, S., Goldberg, K., Abbeel, P.: Motion planning with sequential convex optimization and convex collision checking. Int. J. Robot. Res. 33(9), 1251–1270 (2014)CrossRef Schulman, J., Duan, Y., Ho, J., Lee, A., Awwal, I., Bradlow, H., Pan, J., Patil, S., Goldberg, K., Abbeel, P.: Motion planning with sequential convex optimization and convex collision checking. Int. J. Robot. Res. 33(9), 1251–1270 (2014)CrossRef
50.
go back to reference Szmuk, M., Açıkmeşe, B., Berning, A.W.: Successive convexification for fuel-optimal powered landing with aerodynamic drag and non-convex constraints. In: AIAA Guidance, Navigation, and Control Conference, p 0378 (2016) Szmuk, M., Açıkmeşe, B., Berning, A.W.: Successive convexification for fuel-optimal powered landing with aerodynamic drag and non-convex constraints. In: AIAA Guidance, Navigation, and Control Conference, p 0378 (2016)
51.
go back to reference Szmuk, M., Eren, U., Açıkmeşe, B.: Successive convexification for mars 6-dof powered descent landing guidance. In: AIAA Guidance, Navigation, and Control Conference, p. 1500 (2017) Szmuk, M., Eren, U., Açıkmeşe, B.: Successive convexification for mars 6-dof powered descent landing guidance. In: AIAA Guidance, Navigation, and Control Conference, p. 1500 (2017)
52.
go back to reference Szmuk, M., Pascucci, C.A., Dueri, D., Açıkmeşe, B.: Convexification and real-time on- board optimization for agile quad-rotor maneuvering and obstacle avoidance. In: IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS) (2017) Szmuk, M., Pascucci, C.A., Dueri, D., Açıkmeşe, B.: Convexification and real-time on- board optimization for agile quad-rotor maneuvering and obstacle avoidance. In: IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS) (2017)
53.
go back to reference Wang, Y., Boyd, S.: Fast model predictive control using online optimization. IEEE Trans. Control Syst. Technol. 18(2), 267–278 (2010)CrossRef Wang, Y., Boyd, S.: Fast model predictive control using online optimization. IEEE Trans. Control Syst. Technol. 18(2), 267–278 (2010)CrossRef
54.
go back to reference Wang, Z., Grant, M.J.: Constrained trajectory optimization for planetary entry via sequential convex programming. J. Guid. Control Dyn. 40(10), 2603–2615 (2017)CrossRef Wang, Z., Grant, M.J.: Constrained trajectory optimization for planetary entry via sequential convex programming. J. Guid. Control Dyn. 40(10), 2603–2615 (2017)CrossRef
55.
go back to reference Zavala, V.M., Biegler, L.T.: The advanced-step nmpc controller: optimality, stability and robustness. Automatica 45(1), 86–93 (2009)MathSciNetCrossRef Zavala, V.M., Biegler, L.T.: The advanced-step nmpc controller: optimality, stability and robustness. Automatica 45(1), 86–93 (2009)MathSciNetCrossRef
56.
go back to reference Zeilinger, M.N., Raimondo, D.M., Domahidi, A., Morari, M., Jones, C.N.: On real-time robust model predictive control. Automatica 50(3), 683–694 (2014)MathSciNetCrossRef Zeilinger, M.N., Raimondo, D.M., Domahidi, A., Morari, M., Jones, C.N.: On real-time robust model predictive control. Automatica 50(3), 683–694 (2014)MathSciNetCrossRef
57.
go back to reference Zhang, J., Kim, N.H., Lasdon, L.: An improved successive linear programming algorithm. Manag. Sci. 31(10), 1312–1331 (1985)MathSciNetCrossRef Zhang, J., Kim, N.H., Lasdon, L.: An improved successive linear programming algorithm. Manag. Sci. 31(10), 1312–1331 (1985)MathSciNetCrossRef
Metadata
Title
Convexification and Real-Time Optimization for MPC with Aerospace Applications
Authors
Yuanqi Mao
Daniel Dueri
Michael Szmuk
Behçet Açıkmeşe
Copyright Year
2019
DOI
https://doi.org/10.1007/978-3-319-77489-3_15