Continuation Method for Nonsmooth Model Predictive Control Using Proximal Technique

Abstract

This paper presents a novel framework for the continuation method of model predictive control based on optimal control problem with a nonsmooth regularizer. Via the proximal operator, the first-order optimality inclusion relation is reformulated into an equation system, to which the continuation method is applicable. In addition, we present constraint qualifications that ensure the well-posedness of the proposed equation system. A numerical example is also presented that demonstrates the effectiveness of our approach.