Incremental Proximal Multi-Forecast Model Predictive Control
Optimization and Control
2021-11-30 v1
Abstract
Multi-forecast model predictive control (MF-MPC) is a control policy that creates a plan of actions over a horizon for each of a given set of forecasted scenarios or contingencies, with the constraint that the first action in all plans be the same. In this note we show how these coupled plans can be found by solving a sequence of single plans, using an incremental proximal method. We refer to this policy as incremental proximal model predictive control (IP-MPC). We have observed that even when the iterations in IP-MPC are not carried out to convergence, we obtain a policy that achieves much of the improvement of MF-MPC over single-forecast model predictive control (MPC).
Keywords
Cite
@article{arxiv.2111.14728,
title = {Incremental Proximal Multi-Forecast Model Predictive Control},
author = {Xinyue Shen and Stephen Boyd},
journal= {arXiv preprint arXiv:2111.14728},
year = {2021}
}