arXiv subjects

Teodoro Alamo

Publications and source records attributed to Teodoro Alamo.

At least 19 recordsLinked to original sources

arXiv2026

Configuration-Constrained Tube MPC for Difference-of-Convex Nonlinear Systems

This paper develops a convex tube model predictive control formulation for constrained nonlinear systems. We consider dynamics described by a discrete-time state-space model with parametric and additive uncertainty that admits a difference-of-convex decomposition. Convex directional bounds of the nonlinear dynamics are combined with configuration-constrained polytopic tubes, whose predefined combinatorial structure yields an affine parameterization of their vertices. The resulting finite-dimensional sufficient conditions certify robust one-step tube propagation under parametric uncertainty and additive disturbances, while allowing the tube geometry and an associated vertex control law to be optimized jointly in a single convex program. An implicit terminal condition guarantees recursive feasibility and convergence of the predicted tube to a target robust control invariant set. Numerical results illustrate the closed-loop properties and the trade-off between geometric flexibility and computational complexity.

math.OC↗

arXiv2026

Accelerated kriging interpolation for real-time grid frequency forecasting

The integration of renewable energy sources and distributed generation in the power system calls for fast and reliable predictions of grid dynamics to achieve efficient control and ensure stability. In this work, we present a novel nonparametric data-driven prediction algorithm based on kriging interpolation, which exploits the problem's numerical structure to achieve the required computational efficiency for fast real-time forecasting. Our results enable accurate frequency predictions directly from measurements, achieving sub-second computation times. We validate our findings on a simulated distribution grid case study.

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arXiv2025

Artificial-reference tracking MPC with probabilistically validated performance on industrial embedded systems

Industrial embedded systems are typically used to execute simple control algorithms due to their low computational resources. Despite these limitations, the implementation of advanced control techniques such as Model Predictive Control (MPC) has been explored by the control community in recent years, typically considering simple linear formulations or explicit ones to facilitate the online computation of the control input. These simplifications often lack features and properties that are desirable in real-world environments. This article presents an efficient implementation for embedded systems of MPC for tracking with artificial reference, solved via a recently developed structure-exploiting ADMM-based algorithm. This formulation is tailored to a wide range of applications by incorporating essential practical features at a small computational cost, including integration with an offset-free scheme, back-off parameters that enable constraint tightening, and soft constraints that preserve feasibility under disturbances or plant-model mismatch. This is accompanied with a framework for probabilistic performance validation of the closed-loop system over long-term operation. The applicability of the approach is illustrated on a Programmable Logic Controller (PLC), incorporated in a hardware-in-the-loop setup to control a nonlinear continuous stirred-tank reactor. The behavior of the closed-loop system is probabilistically validated with respect to constraint violations and the number of iterations required at each time step by the MPC optimization algorithm.

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arXiv2025

MPC-based motion planning for non-holonomic systems in non-convex domains

Motivated by the application of using model predictive control (MPC) for motion planning of autonomous mobile robots, a form of output tracking MPC for non-holonomic systems and with non-convex constraints is studied. Although the advantages of using MPC for motion planning have been demonstrated in several papers, in most of the available fundamental literature on output tracking MPC it is assumed, often implicitly, that the model is holonomic and generally the state or output constraints must be convex. Thus, in application-oriented publications, empirical results dominate and the topic of proving completeness, in particular under which assumptions the target is always reached, has received comparatively little attention. To address this gap, we present a novel MPC formulation that guarantees convergence to the desired target under realistic assumptions, which can be verified in relevant real-world scenarios.

cs.RO↗

arXiv2025

Exact characterization of {\epsilon}-Safe Decision Regions for exponential family distributions and Multi Cost SVM approximation

Probabilistic guarantees on the prediction of data-driven classifiers are necessary to define models that can be considered reliable. This is a key requirement for modern machine learning in which the goodness of a system is measured in terms of trustworthiness, clearly dividing what is safe from what is unsafe. The spirit of this paper is exactly in this direction. First, we introduce a formal definition of {\epsilon}-Safe Decision Region, a subset of the input space in which the prediction of a target (safe) class is probabilistically guaranteed. Second, we prove that, when data come from exponential family distributions, the form of such a region is analytically determined and controllable by design parameters, i.e. the probability of sampling the target class and the confidence on the prediction. However, the request of having exponential data is not always possible. Inspired by this limitation, we developed Multi Cost SVM, an SVM based algorithm that approximates the safe region and is also able to handle unbalanced data. The research is complemented by experiments and code available for reproducibility.

stat.ML↗

arXiv2024

On the risk levels of distributionally robust chance constrained problems

In this paper, we discuss the utilization of perturbed risk levels (PRLs) for the solution of chance-constrained problems via sampling-based approaches. PRLs allow the consideration of distributional ambiguity by rescaling the risk level of the nominal chance constraint. Explicit expressions of the PRL exist for some discrepancy-based ambiguity sets. We propose a discrepancy functional not included in previous comparisons of different PRLs based on the likelihood ratio, which we term ,,relative variation distance" (RVD). If the ambiguity set can be described by the RVD, the rescaling of the risk level with the PRL is in contrast to other discrepancy functionals possible even for very low risk levels. We derive distributionally robust one- and two-level guarantees for the solution of chance-constrained problems with randomized methods. We demonstrate the viability of the derived guarantees for a randomized MPC under distributional ambiguity.

math.OC↗

arXiv2024

Recent advancements on MPC for tracking: periodic and harmonic formulations

The main benefit of model predictive control (MPC) is its ability to steer the system to a given reference without violating the constraints while minimizing some objective. Furthermore, a suitably designed MPC controller guarantees asymptotic stability of the closed-loop system to the given reference as long as its optimization problem is feasible at the initial state of the system. Therefore, one of the limitations of classical MPC is that changing the reference may lead to an unfeasible MPC problem. Furthermore, due to a lack of deep knowledge of the system, it is possible for the user to provide a desired reference that is unfeasible or non-attainable for the MPC controller, leading to the same problem. This chapter summarizes MPC formulations recently proposed that have been designed to address these issues. In particular, thanks to the addition of an artificial reference as decision variable, the formulations achieve asymptotic stability and recursive feasibility guarantees regardless of the reference provided by the user, even if it is changed online or if it violates the system constraints. We show a recent formulation which extends this idea, achieving better performance and larger domains of attraction when working with small prediction horizons. Additional benefits of these formulations, when compared to classical MPC, are also discussed and highlighted with illustrative examples.

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arXiv2024

Model predictive control for tracking using artificial references: Fundamentals, recent results and practical implementation

This paper provides a comprehensive tutorial on a family of Model Predictive Control (MPC) formulations, known as MPC for tracking, which are characterized by including an artificial reference as part of the decision variables in the optimization problem. These formulations have several benefits with respect to the classical MPC formulations, including guaranteed recursive feasibility under online reference changes, as well as asymptotic stability and an increased domain of attraction. This tutorial paper introduces the concept of using an artificial reference in MPC, presenting the benefits and theoretical guarantees obtained by its use. We then provide a survey of the main advances and extensions of the original linear MPC for tracking, including its non-linear extension. Additionally, we discuss its application to learning-based MPC, and discuss optimization aspects related to its implementation.

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arXiv2024

Implementation of soft-constrained MPC for Tracking using its semi-banded problem structure

Model Predictive Control (MPC) is a popular control approach due to its ability to consider constraints, including input and state restrictions, while minimizing a cost function. However, in practice, these constraints can result in feasibility issues, either because the system model is not accurate or due to the existence of external disturbances. To mitigate this problem, a solution adopted by the MPC community is the use of soft constraints. In this article, we consider a not-so-typical methodology to encode soft constraints in a particular MPC formulation known as MPC for Tracking (MPCT), which has several advantages when compared to standard MPC formulations. The motivation behind the proposed encoding is to maintain the semi-banded structure of the ingredients of a recently proposed solver for the considered MPCT formulation, thus providing an efficient and fast solver when compared to alternative approaches from the literature. We show numerical results highlighting the benefits of the formulation and the computational efficiency of the solver.

eess.SY↗

arXiv2024

Model Predictive Control for setpoint tracking

The main objective of tracking control is to steer the tracking error, that is the difference between the reference and the output, to zero while the plant's operation limits are satisfied. This requires that some assumptions on the evolution of the future values of the reference must be taken into account. Typically a simple evolution of the reference is considered, such as step, ramp, or parabolic reference signals. It is important to notice that the tracking problem considers possible variations in the reference to be tracked, such as steps or slope variations of the ramps. Then the tracking control problem is inherently uncertain, since the reference may differ from what is expected. If the value of the reference is changed, then there is no guarantee that the feasibility and stability properties of the resulting control law hold. This report presents the MPC for tracking (MPCT) approach, which ensures recursive feasibility and asymptotic stability of the setpoint when the value of the reference is changed.

math.OC↗

arXiv2024

Efficient implementation of MPC for tracking using ADMM by decoupling its semi-banded structure

Model Predictive Control (MPC) for tracking formulation presents numerous advantages compared to standard MPC, such as a larger domain of attraction and recursive feasibility even when abrupt changes in the reference are produced. As a drawback, it includes some extra decision variables in its related optimization problem, leading to a semi-banded structure that differs from the banded structure encountered in standard MPC. This semi-banded structure prevents the direct use of the efficient algorithms available for banded problems. To address this issue, we present an algorithm based on the alternating direction method of multipliers that explicitly takes advantage of the underlying semi-banded structure of the MPC for tracking.

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arXiv2023

Harmonic model predictive control for tracking sinusoidal references and its application to trajectory tracking

Harmonic model predictive control (HMPC) is a recent model predictive control (MPC) formulation for tracking piece-wise constant references that includes a parameterized artificial harmonic reference as a decision variable, resulting in an increased performance and domain of attraction with respect to other MPC formulations. This article presents an extension of the HMPC formulation to track periodic harmonic/sinusoidal references and discusses its use for tracking arbitrary trajectories. The proposed formulation inherits the benefits of its predecessor, namely its good performance and large domain of attraction when using small prediction horizons, and that the complexity of its optimization problem does not depend on the period of the reference. We show closed-loop results discussing its performance and comparing it to other MPC formulations.

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arXiv2023

Efficient online update of model predictive control in embedded systems using first-order methods

Model Predictive Control (MPC) is typically characterized for being computationally demanding, as it requires solving optimization problems online; a particularly relevant point when considering its implementation in embedded systems. To reduce the computational burden of the optimization algorithm, most solvers perform as many offline operations as possible, typically performing the computation and factorization of its expensive matrices offline and then storing them in the embedded system. This improves the efficiency of the solver, with the disadvantage that online changes on some of the ingredients of the MPC formulation require performing these expensive computations online. This article presents an efficient algorithm for the factorization of the key matrix used in several first-order optimization methods applied to linear MPC formulations, allowing its prediction model and cost function matrices to be updated online at the expense of a small computational cost. We show results comparing the proposed approach with other solvers from the literature applied to a linear time-varying system.

eess.SY↗

arXiv2023

Probabilistic Safety Regions Via Finite Families of Scalable Classifiers

Supervised classification recognizes patterns in the data to separate classes of behaviours. Canonical solutions contain misclassification errors that are intrinsic to the numerical approximating nature of machine learning. The data analyst may minimize the classification error on a class at the expense of increasing the error of the other classes. The error control of such a design phase is often done in a heuristic manner. In this context, it is key to develop theoretical foundations capable of providing probabilistic certifications to the obtained classifiers. In this perspective, we introduce the concept of probabilistic safety region to describe a subset of the input space in which the number of misclassified instances is probabilistically controlled. The notion of scalable classifiers is then exploited to link the tuning of machine learning with error control. Several tests corroborate the approach. They are provided through synthetic data in order to highlight all the steps involved, as well as through a smart mobility application.

stat.ML↗

arXiv2022

Efficiently solving the harmonic model predictive control formulation

Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation which displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the expense of an optimization problem that is no longer the typical quadratic programming problem derived from most linear MPC formulations due to the inclusion of a particular class of second order cone constraints. This article presents a method for efficiently dealing with these constraints in operator splitting methods, leading to a computation time for solving HMPC in line with state of the art solvers for linear MPC. We show how to apply this result to the alternating direction method of multipliers algorithm, presenting a solver which we compare against other solvers from the literature, including solvers for other linear MPC formulations. The results show that the proposed solver, and by extension the HMPC formulation, is suitable for its implementation in embedded systems.

math.OC↗

arXiv2021

Prediction error quantification through probabilistic scaling -- EXTENDED VERSION

In this paper, we address the probabilistic error quantification of a general class of prediction methods. We consider a given prediction model and show how to obtain, through a sample-based approach, a probabilistic upper bound on the absolute value of the prediction error. The proposed scheme is based on a probabilistic scaling methodology in which the number of required randomized samples is independent of the complexity of the prediction model. The methodology is extended to address the case in which the probabilistic uncertain quantification is required to be valid for every member of a finite family of predictors. We illustrate the results of the paper by means of a numerical example.

math.ST↗

arXiv2021

A sparse ADMM-based solver for linear MPC subject to terminal quadratic constraint

Model Predictive Control (MPC) typically includes a terminal constraint to guarantee stability of the closed-loop system under nominal conditions. In linear MPC this constraint is generally taken on a polyhedral set, leading to a quadratic optimization problem. However, the use of an ellipsoidal terminal constraint may be desirable, leading to an optimization problem with a quadratic constraint. In this case, the optimization problem can be solved using Second Order Cone (SOC) programming solvers, since the quadratic constraint can be posed as a SOC constraint, at the expense of adding additional slack variables and possibly compromising the simple structure of the solver ingredients. In this paper we present a sparse solver for linear MPC subject to a terminal ellipsoidal constraint based on the alternating direction method of multipliers algorithm in which we directly deal with the quadratic constraints without having to resort to the use of a SOC constraint nor the inclusion of additional decision variables. The solver is suitable for its use in embedded systems, since it is sparse, has a small memory footprint and requires no external libraries. We compare its performance against other approaches from the literature.

math.OC↗

arXiv2021

Tractable robust MPC design based on nominal predictions

Many popular approaches in the field of robust model predictive control (MPC) are based on nominal predictions. This paper presents a novel formulation of this class of controller with proven input-to-state stability and robust constraint satisfaction. Its advantages are: (i) the design of its main ingredients are tractable for medium to large-sized systems, (ii) the terminal set does not need to be robust with respect to all the possible system uncertainties, but only for a reduced set that can be made arbitrarily small, thus facilitating its design and implementation, (iii) under certain conditions the terminal set can be taken as a positive invariant set of the nominal system, allowing us to use a terminal equality constraint, which facilitates its application to large-scale systems, and (iv) the complexity of its optimization problem is comparable to the non-robust MPC variant. We show numerical closed-loop results of its application to a multivariable chemical plant and compare it against other robust MPC formulations.

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