In this technical note we analyse the performance improvement and optimality properties of the Learning Model Predictive Control (LMPC) strategy for linear deterministic systems. The LMPC framework is a policy iteration scheme where closed-loop trajectories are used to update the control policy for the next execution of the control task. We show that, when a Linear Independence Constraint Qualification (LICQ) condition holds, the LMPC scheme guarantees strict iterative performance improvement and optimality, meaning that the closed-loop cost evaluated over the entire task converges asymptotically to the optimal cost of the infinite-horizon control problem. Compared to previous works this sufficient LICQ condition can be easily checked, it holds for a larger class of systems and it can be used to adaptively select the prediction horizon of the controller, as demonstrated by a numerical example.
@article{arxiv.2010.15153,
title = {On the Optimality and Convergence Properties of the Iterative Learning Model Predictive Controller},
author = {Ugo Rosolia and Yingzhao Lian and Emilio T. Maddalena and Giancarlo Ferrari-Trecate and Colin N. Jones},
journal= {arXiv preprint arXiv:2010.15153},
year = {2022}
}