Implementation of MPC in embedded systems using first order methods

Abstract

This Ph.D. dissertation contains results in two different but related fields: the implementation of model predictive control (MPC) in embedded systems using first order methods, and restart schemes for accelerated first order methods (AFOM). We start by presenting three novel restart schemes for AFOM. These schemes can improve the convergence of the AFOM by suppressing the undesirable oscillations that they are prone to present. The schemes we develop have theoretical guarantees and do not require knowledge of difficult-to-obtain parameters of the optimization problem. Next, we present sparse solvers for various MPC formulations which take advantage of the structures of the optimization problems. The solvers have been made available in an open-source toolbox for Matlab called SPCIES (https://github.com/GepocUS/Spcies). Finally, we present a novel MPC formulation that displays a larger domain of attraction and better performance than other MPC formulations, especially when using small prediction horizons. This, along with its recursive feasibility and asymptotic stability, makes it especially suitable for its implementation in embedded systems.