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arXiv · 2007.13519

A Gauss-Newton-Like Hessian Approximation for Economic NMPC

Mario Zanon
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Abstract

Economic Model Predictive Control (EMPC) has recently become popular because of its ability to control constrained nonlinear systems while explicitly optimizing a prescribed performance criterion. Large performance gains have been reported for many applications and closed-loop stability has been recently investigated. However, computational performance still remains an open issue and only few contributions have proposed real-time algorithms tailored to EMPC. We perform a step towards computationally cheap algorithms for EMPC by proposing a new positive-definite Hessian approximation which does not hinder fast convergence and is suitable for being used within the real-time iteration (RTI) scheme. We provide two simulation examples to demonstrate the effectiveness of RTI-based EMPC relying on the proposed Hessian approximation.

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Mario Zanon. 2020-07-27. A Gauss-Newton-Like Hessian Approximation for Economic NMPC. https://doi.org/10.1109/tac.2020.3034868

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