arXiv subjects

Moritz Diehl

Publications and source records attributed to Moritz Diehl.

At least 37 records · Page 2Linked to original sources

arXiv2025

Decentralized Real-Time Iterations for Distributed NMPC

This article presents a Real-Time Iteration (RTI) scheme for distributed Nonlinear Model Predictive Control (NMPC). The scheme transfers the well-known RTI approach, a key enabler for many industrial real-time NMPC implementations, to the setting of cooperative distributed control. At each sampling instant, one outer iteration of a bi-level decentralized Sequential Quadratic Programming (dSQP) method is applied to a centralized optimal control problem. This ensures that real-time requirements are met and it facilitates cooperation between subsystems. Combining novel dSQP convergence results with RTI stability guarantees, we prove local exponential stability under standard assumptions on the MPC design with and without terminal constraints. The proposed scheme only requires neighbor-to-neighbor communication and avoids a central coordinator. A numerical example with coupled inverted pendulums demonstrates the efficacy of the approach.

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arXiv2025

Novel Numerical Method for Simultaneous Design and Control Optimization of Seasonal Thermal Energy Storage Systems

The transition to a carbon-neutral energy system requires widespread deployment of renewable energy sources and economically feasible energy storage solutions. This study presents a comprehensive optimization framework that jointly addresses the design and control of a nonlinear energy system supplying both heat and electricity to the Dietenbach district in Freiburg, Germany. The proposed system integrates solar and wind power with battery storage and seasonal thermal energy storage coupled via a heat pump, enhancing self-sufficiency and mitigating seasonal supply-demand mismatches. A multi-node lumped-parameter model captures heat transfer within the pit thermal energy storage, forming the basis of a periodic optimal control problem solved numerically. An averaging method reduces computation time by 80.5% while preserving fidelity for year-long optimization. A case study shows a projected total yearly energy cost of 5.93 EUR/m2 for combined heat and electricity, which is 73% lower than the German average. This study underscores the feasibility of designing economically viable, autonomous energy communities in real-world scenarios and provides an efficient, robust optimization framework for designing system components and operational control strategies.

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arXiv2025

Ellipsoidal partitions for improved multi-stage robust model predictive control

Ellipsoidal tube-based model predictive control methods effectively account for the propagation of the reachable set, typically employing linear feedback policies. In contrast, scenario-based approaches offer more flexibility in the feedback structure by considering different control actions for different branches of a scenario tree. However, they face challenges in ensuring rigorous guarantees. This work aims to integrate the strengths of both methodologies by enhancing ellipsoidal tube-based MPC with a scenario tree formulation. The uncertainty ellipsoids are partitioned by halfspaces such that each partitioned set can be controlled independently. The proposed ellipsoidal multi-stage approach is demonstrated in a human-robot system, highlighting its advantages in handling uncertainty while maintaining computational tractability.

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arXiv2025

A detailed simulation model for fifth generation district heating and cooling networks with seasonal latent storage evaluated on field data

Fifth generation district heating and cooling (5GDHC) networks accelerate the use of renewable energies in the heating sector and enable flexible, efficient and future-proof heating and cooling supply via a single network. Due to their low temperature level and high integration of renewables, 5GDHC systems pose new challenges for the modeling of these networks in order to simulate and test operational strategies. A particular feature is the use of uninsulated pipes, which allow energy exchange with the surrounding ground. Accurate modeling of this interaction is essential for reliable simulation and optimization. This paper presents a thermp-physical model of the pip connections, the surrounding soil, a latent heat storage in the form of an ice storage as a seasonal heat storage and the house transfer stations. The model is derived from mass and energy balances leading to ordinary differential equations (ODEs). Validation is performed using field date from the 5GDHC network in Gutach-Bleibach, Germany, which supplies heating and cooling to 30 modern buildings. With an average model deviation of 4.5 % in the normalized mean bias error (NMBE) and 15.9 % in the coefficient of the variation of the root mean square error (CVRMSE), the model's accuracy is validated against the available temperature measurements. The realistic representation of the thermal-hydraulic interactions between soil and pipes, as well as the heat flow within the network, confirms the accuracy of the model and its applicability for the simulation of 5GDHC systems. The model is made openly accessible under an open-source license.

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arXiv2025

Real-Time-Feasible Collision-Free Motion Planning For Ellipsoidal Objects

Online planning of collision-free trajectories is a fundamental task for robotics and self-driving car applications. This paper revisits collision avoidance between ellipsoidal objects using differentiable constraints. Two ellipsoids do not overlap if and only if the endpoint of the vector between the center points of the ellipsoids does not lie in the interior of the Minkowski sum of the ellipsoids. This condition is formulated using a parametric over-approximation of the Minkowski sum, which can be made tight in any given direction. The resulting collision avoidance constraint is included in an optimal control problem (OCP) and evaluated in comparison to the separating-hyperplane approach. Not only do we observe that the Minkowski-sum formulation is computationally more efficient in our experiments, but also that using pre-determined over-approximation parameters based on warm-start trajectories leads to a very limited increase in suboptimality. This gives rise to a novel real-time scheme for collision-free motion planning with model predictive control (MPC). Both the real-time feasibility and the effectiveness of the constraint formulation are demonstrated in challenging real-world experiments.

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arXiv2025

A Comparative Study of MINLP and MPVC Formulations for Solving Complex Nonlinear Decision-Making Problems in Aerospace Applications

High-level decision-making for dynamical systems often involves performance and safety specifications that are activated or deactivated depending on conditions related to the system state and commands. Such decision-making problems can be naturally formulated as optimization problems where these conditional activations are regulated by discrete variables. However, solving these problems can be challenging numerically, even on powerful computing platforms, especially when the dynamics are nonlinear. In this work, we consider decision-making for nonlinear systems where certain constraints, as well as possible terms in the cost function, are activated or deactivated depending on the system state and commands. We show that these problems can be formulated either as mixed-integer nonlinear programs (MINLPs) or as mathematical programs with vanishing constraints (MPVCs), where the former formulation involves discrete decision variables, whereas the latter relies on continuous variables subject to structured nonconvex constraints. We discuss the different solution methods available for both formulations and demonstrate them on optimal trajectory planning problems in various aerospace applications. Finally, we compare the strengths and weaknesses of the MINLP and MPVC approaches through a focused case study on powered descent guidance with divert-feasible regions.

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arXiv2025

Integration Error Regularization in Direct Optimal Control using Embedded Runge Kutta Methods

In order to solve continuous-time optimal control problems, direct methods transcribe the infinite-dimensional problem to a nonlinear program (NLP) using numerical integration methods. In cases where the integration error can be manipulated by the chosen control trajectory, the transcription might produce spurious local NLP solutions as a by-product. While often this issue can be addressed by increasing the accuracy of the integration method, this is not always computationally acceptable, e.g., in the case of embedded optimization. Therefore, alternatively, we propose to estimate the integration error using established embedded Runge-Kutta methods and to regularize this estimate in the NLP cost function, using generalized norms. While this regularization is effective at eliminating spurious solutions, it inherently comes with a loss of optimality of valid solutions. The regularization can be tuned to minimize this loss, using a single parameter that can be intuitively interpreted as the maximum allowable estimated local integration error. In a numerical example based on a system with stiff dynamics, we show how this methodology enables the use of a computationally cheap explicit integration method, achieving a speedup of a factor of 3 compared to an otherwise more suitable implicit method, with a loss of optimality of only 3\%.

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arXiv2025

Optimality and Suboptimality of MPPI Control in Stochastic and Deterministic Settings

Model predictive path integral (MPPI) control has recently received a lot of attention, especially in the robotics and reinforcement learning communities. This letter aims to make the MPPI control framework more accessible to the optimal control community. We present three classes of optimal control problems and their solutions by MPPI. Further, we investigate the suboptimality of MPPI to general deterministic nonlinear discrete-time systems. Here, suboptimality is defined as the deviation between the control provided by MPPI and the optimal solution to the deterministic optimal control problem. Our findings are that in a smooth and unconstrained setting, the growth of suboptimality in the control input trajectory is second-order with the scaling of uncertainty. The results indicate that the suboptimality of the MPPI solution can be modulated by appropriately tuning the hyperparameters. We illustrate our findings using numerical examples.

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arXiv2025

Synthesis of Model Predictive Control and Reinforcement Learning: Survey and Classification

The fields of MPC and RL consider two successful control techniques for Markov decision processes. Both approaches are derived from similar fundamental principles, and both are widely used in practical applications, including robotics, process control, energy systems, and autonomous driving. Despite their similarities, MPC and RL follow distinct paradigms that emerged from diverse communities and different requirements. Various technical discrepancies, particularly the role of an environment model as part of the algorithm, lead to methodologies with nearly complementary advantages. Due to their orthogonal benefits, research interest in combination methods has recently increased significantly, leading to a large and growing set of complex ideas leveraging MPC and RL. This work illuminates the differences, similarities, and fundamentals that allow for different combination algorithms and categorizes existing work accordingly. Particularly, we focus on the versatile actor-critic RL approach as a basis for our categorization and examine how the online optimization approach of MPC can be used to improve the overall closed-loop performance of a policy.

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arXiv2025

Solgenia -- A Test Vessel Toward Energy-Efficient Autonomous Water Taxi Applications

Autonomous surface vessels are a promising building block of the future's transport sector and are investigated by research groups worldwide. This paper presents a comprehensive and systematic overview of the autonomous research vessel Solgenia including the latest investigations and recently presented methods that contributed to the fields of autonomous systems, applied numerical optimization, nonlinear model predictive control, multi-extended-object-tracking, computer vision, and collision avoidance. These are considered to be the main components of autonomous water taxi applications. Autonomous water taxis have the potential to transform the traffic in cities close to the water into a more efficient, sustainable, and flexible future state. Regarding this transformation, the test platform Solgenia offers an opportunity to gain new insights by investigating novel methods in real-world experiments. An established test platform will strongly reduce the effort required for real-world experiments in the future.

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arXiv2025

MPC4RL -- A Software Package for Reinforcement Learning based on Model Predictive Control

In this paper, we present an early software integrating Reinforcement Learning (RL) with Model Predictive Control (MPC). Our aim is to make recent theoretical contributions from the literature more accessible to both the RL and MPC communities. We combine standard software tools developed by the RL community, such as Gymnasium, stable-baselines3, or CleanRL with the acados toolbox, a widely-used software package for efficient MPC algorithms. Our core contribution is MPC4RL, an open-source Python package that supports learning-enhanced MPC schemes for existing acados implementations. The package is designed to be modular, extensible, and user-friendly, facilitating the tuning of MPC algorithms for a broad range of control problems. It is available on GitHub.

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arXiv2025

Towards Solutions of Manipulation Tasks via Optimal Control of Projected Dynamical Systems

We introduce a modeling framework for manipulation planning based on the formulation of the dynamics as a projected dynamical system. This method uses implicit signed distance functions and their gradients to formulate an equivalent gradient complementarity system. The optimal control problem is then solved via a direct method, discretized using finite-elements with switch detection. An extension to this approach is provided in the form of a friction formulation commonly used in quasi-static models. We show that this approach is able to generate trajectories for problems including multiple pushers, friction, and non-convex objects modeled as unions of convex ellipsoids with reasonable computational effort.

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arXiv2025

An Efficient Mixed-Integer Formulation and an Iterative Method for Optimal Control of Switched Systems Under Dwell Time Constraints

This paper presents an efficient Mixed-Integer Nonlinear Programming (MINLP) formulation for systems with discrete control inputs under dwell time constraints. By viewing such systems as a switched system, the problem is decomposed into a Sequence Optimization (SO) and a Switching Time Optimization (STO) -- the former providing the sequence of the switched system, and the latter calculating the optimal switching times. By limiting the feasible set of SO to subsequences of a master sequence, this formulation requires a small number of binary variables, independent of the number of time discretization nodes. This enables the proposed formulation to provide solutions efficiently, even for large numbers of time discretization nodes. To provide even faster solutions, an iterative algorithm is introduced to heuristically solve STO and SO. The proposed approaches are then showcased on four different switched systems and results demonstrate the efficiency of the MINLP formulation and the iterative algorithm.

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arXiv2024

First-Order Sweeping Processes and Extended Projected Dynamical Systems: Equivalence, Time-Discretization and Numerical Optimal Control

Constrained dynamical systems are systems such that, by some means, the state stays within a given set. Two such systems are the (perturbed) Moreau sweeping process and the recently proposed extended Projected Dynamical System (ePDS). We show that under certain conditions solutions to the ePDS correspond to the solutions of a dynamic complementarity system, similar to the one equivalent to ordinary PDS. We then show that the perturbed sweeping process with time varying set can, under similar conditions, be reformulated as an ePDS. In this paper, we leverage these equivalences to develop an accurate discretization method for perturbed first-order Moreau sweeping processes via the finite elements with switch detection method. This allows the efficient optimal control of systems governed by ePDS and perturbed first-order sweeping processes.

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arXiv2024

Fast System Level Synthesis: Robust Model Predictive Control using Riccati Recursions

System level synthesis enables improved robust MPC formulations by allowing for joint optimization of the nominal trajectory and controller. This paper introduces a tailored algorithm for solving the corresponding disturbance feedback optimization problem for linear time-varying systems. The proposed algorithm iterates between optimizing the controller and the nominal trajectory while converging q-linearly to an optimal solution. We show that the controller optimization can be solved through Riccati recursions leading to a horizon-length, state, and input scalability of $\mathcal{O}(N^2 ( n_x^3 +n_u^3))$ for each iterate. On a numerical example, the proposed algorithm exhibits computational speedups by a factor of up to $10^3$ compared to general-purpose commercial solvers.

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arXiv2024

Active Learning of Discrete-Time Dynamics for Uncertainty-Aware Model Predictive Control

Model-based control requires an accurate model of the system dynamics for precisely and safely controlling the robot in complex and dynamic environments. Moreover, in the presence of variations in the operating conditions, the model should be continuously refined to compensate for dynamics changes. In this paper, we present a self-supervised learning approach that actively models the dynamics of nonlinear robotic systems. We combine offline learning from past experience and online learning from current robot interaction with the unknown environment. These two ingredients enable a highly sample-efficient and adaptive learning process, capable of accurately inferring model dynamics in real-time even in operating regimes that greatly differ from the training distribution. Moreover, we design an uncertainty-aware model predictive controller that is heuristically conditioned to the aleatoric (data) uncertainty of the learned dynamics. This controller actively chooses the optimal control actions that (i) optimize the control performance and (ii) improve the efficiency of online learning sample collection. We demonstrate the effectiveness of our method through a series of challenging real-world experiments using a quadrotor system. Our approach showcases high resilience and generalization capabilities by consistently adapting to unseen flight conditions, while it significantly outperforms classical and adaptive control baselines.

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arXiv2024

Safe Imitation Learning of Nonlinear Model Predictive Control for Flexible Robots

Flexible robots may overcome some of the industry's major challenges, such as enabling intrinsically safe human-robot collaboration and achieving a higher payload-to-mass ratio. However, controlling flexible robots is complicated due to their complex dynamics, which include oscillatory behavior and a high-dimensional state space. Nonlinear model predictive control (NMPC) offers an effective means to control such robots, but its significant computational demand often limits its application in real-time scenarios. To enable fast control of flexible robots, we propose a framework for a safe approximation of NMPC using imitation learning and a predictive safety filter. Our framework significantly reduces computation time while incurring a slight loss in performance. Compared to NMPC, our framework shows more than an eightfold improvement in computation time when controlling a three-dimensional flexible robot arm in simulation, all while guaranteeing safety constraints. Notably, our approach outperforms state-of-the-art reinforcement learning methods. The development of fast and safe approximate NMPC holds the potential to accelerate the adoption of flexible robots in industry. The project code is available at: tinyurl.com/anmpc4fr

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arXiv2024

Multi-Phase Optimal Control Problems for Efficient Nonlinear Model Predictive Control with acados

Computationally efficient nonlinear model predictive control relies on elaborate discrete-time optimal control problem (OCP) formulations trading off accuracy with respect to the continuous-time problem and associated computational burden. Such formulations, however, are in general not easy to implement within specialized software frameworks tailored to numerical optimal control. This paper introduces a new multi-phase OCP interface for the open-source software acados allowing to conveniently formulate such problems and generate fast solvers that can be used for nonlinear model predictive control (NMPC). While multi-phase OCP (MOCP) formulations occur naturally in many applications, this work focuses on MOCP formulations that can be used to efficiently approximate standard continuous-time OCPs in the context of NMPC. To this end, the paper discusses advanced control parametrizations, such as closed-loop costing and piecewise polynomials with varying degree, as well as partial tightening and formulations that leverage models of different fidelity. An introductory example is presented to showcase the usability of the new interface. Finally, three numerical experiments demonstrate that NMPC controllers based on multi-phase formulations can efficiently trade-off computation time and control performance.

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