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arXiv · 1911.02641

On closed-loop dynamics of ADMM-based MPC

Moritz Schulze Darup·Gerrit Book
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Abstract

This paper studies the closed-loop dynamics of linear systems under approximate model predictive control (MPC). More precisely, we consider MPC implementations based on a finite number of ADMM iterations per time-step. We first show that the closed-loop dynamics can be described based on a nonlinear augmented model. We then characterize an invariant set around the augmented origin, where the dynamics become linear. Finally, we investigate the performance of the approximate MPC for various choices of the ADMM parameters based on a comprehensive numerical benchmark.

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Moritz Schulze Darup, Gerrit Book. 2019-11-06. On closed-loop dynamics of ADMM-based MPC. https://arxiv.org/abs/1911.02641

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