arXiv subjects

T. Keviczky

Publications and source records attributed to T. Keviczky.

4 recordsLinked to original sources

arXiv2017

An Improved Primal-Dual Interior Point Solver for Model Predictive Control

We propose a primal-dual interior-point (PDIP) method for solving quadratic programming problems with linear inequality constraints that typically arise form MPC applications. We show that the solver converges (locally) quadratically to a suboptimal solution of the MPC problem. PDIP solvers rely on two phases: the damped and the pure Newton phases. Compared to state-of-the-art PDIP methods, our solver replaces the initial damped Newton phase (usually used to compute a medium-accuracy solution) with a dual solver based on Nesterov's fast gradient scheme (DFG) that converges with a sublinear convergence rate of order O(1/k^2) to a medium-accuracy solution. The switching strategy to the pure Newton phase, compared to the state of the art, is computed in the dual space to exploit the dual information provided by the DFG in the first phase. Removing the damped Newton phase has the additional advantage that our solver saves the computational effort required by backtracking line search. The effectiveness of the proposed solver is demonstrated on a 2-dimensional discrete-time unstable system and on an aerospace application.

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arXiv2017

Distributed Stochastic Model Predictive Control for Large-Scale Linear Systems with Private and Common Uncertainty Sources

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized SMPC involves formulating a large-scale finite-horizon scenario optimization problem at each sampling time, which is in general computationally demanding, due to the large number of required scenarios. We present two novel ideas in this paper to address this issue. We first develop a technique to decompose the large-scale scenario program into distributed scenario programs that exchange a certain number of scenarios with each other in order to compute local decisions using the alternating direction method of multipliers (ADMM). We show the exactness of the decomposition with a-priori probabilistic guarantees for the desired level of constraint fulfillment for both uncertainty sources. As our second contribution, we develop an inter-agent soft communication scheme based on a set parametrization technique together with the notion of probabilistically reliable sets to reduce the required communication between the subproblems. We show how to incorporate the probabilistic reliability notion into existing results and provide new guarantees for the desired level of constraint violations. Two different simulation studies of two types of systems interactions, dynamically coupled and coupling constraints, are presented to illustrate the advantages of the proposed framework.

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arXiv2016

Probabilistic Energy Management for Building Climate Comfort in Smart Thermal Grids with Seasonal Storage Systems

This paper presents an energy management framework for building climate comfort (BCC) systems interconnected in a grid via aquifer thermal energy storage (ATES) systems in the presence of two types of uncertainty (private and common). ATES can be used either as a heat source (hot well) or sink (cold well) depending on the season. We consider the uncertain thermal energy demand of individual buildings as a private uncertainty source and the uncertain common resource pool (ATES) between neighbors as a common uncertainty source. We develop a large-scale stochastic hybrid dynamical model to predict the thermal energy imbalance in a network of interconnected BCC systems together with mutual interactions between their local ATES. We formulate a finite-horizon mixed-integer quadratic optimization problem with multiple chance constraints at each sampling time, which is in general a non-convex problem and difficult to solve. We then provide a computationally tractable framework by extending the so-called robust randomized approach and offering a less conservative solution for a problem with multiple chance constraints. A simulation study is provided to compare completely decoupled, centralized and move-blocking centralized solutions. We also present a numerical study using a geohydrological simulation environment (MODFLOW) to illustrate the advantages of our proposed framework.

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arXiv2016

Constrained LQR Using Online Decomposition Techniques

This paper presents an algorithm to solve the infinite horizon constrained linear quadratic regulator (CLQR) problem using operator splitting methods. First, the CLQR problem is reformulated as a (finite-time) model predictive control (MPC) problem without terminal constraints. Second, the MPC problem is decomposed into smaller subproblems of fixed dimension independent of the horizon length. Third, using the fast alternating minimization algorithm to solve the subproblems, the horizon length is estimated online, by adding or removing subproblems based on a periodic check on the state of the last subproblem to determine whether it belongs to a given control invariant set. We show that the estimated horizon length is bounded and that the control sequence computed using the proposed algorithm is an optimal solution of the CLQR problem. Compared to state-of-the-art algorithms proposed to solve the CLQR problem, our design solves at each iteration only unconstrained least-squares problems and simple gradient calculations. Furthermore, our technique allows the horizon length to decrease online (a useful feature if the initial guess on the horizon is too conservative). Numerical results on a planar system show the potential of our algorithm.

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