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In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…

Optimization and Control · Mathematics 2013-07-11 Pontus Giselsson , Anders Rantzer

The optimization of process economics within the model predictive control (MPC) formulation has given rise to a new control paradigm known as economic MPC (EMPC). Several authors have discussed the closed-loop properties of EMPC-controlled…

Optimization and Control · Mathematics 2016-11-01 Pantelis Sopasakis , Domagoj Herceg , Panagiotis Patrinos , Alberto Bemporad

There are two main challenges in control of hybrid systems which are to guarantee the closed-loop stability and reduce computational complexity. In this paper, we propose the exponential stability conditions of hybrid systems which are…

Systems and Control · Computer Science 2018-08-21 Alireza Olama , Mokhtar Shasadeghi , Amin Ramezani

We propose a robust data-driven model predictive control (MPC) scheme to control linear time-invariant (LTI) systems. The scheme uses an implicit model description based on behavioral systems theory and past measured trajectories. In…

Systems and Control · Electrical Eng. & Systems 2021-04-19 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

We establish sufficient conditions for the terminal cost and constraint such that economic model predictive control (MPC) is robustly recursively feasible and economically robust to small disturbances without any assumptions of…

Optimization and Control · Mathematics 2024-08-29 Robert D. McAllister

Multistage model predictive control (MPC) provides a robust control strategy for dynamic systems with uncertainties and a setpoint tracking objective. Moreover, extending MPC to minimize an economic cost instead of tracking a pre-calculated…

Systems and Control · Electrical Eng. & Systems 2025-03-07 Sakshi S. Naik , Lavinia M. Ghilardi , Robert B. Parker , Lorenz T. Biegler

We develop a tracking model predictive control (MPC) scheme for nonlinear systems using the linearized dynamics at the current state as a prediction model. Under reasonable assumptions on the linearized dynamics, we prove that the proposed…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…

Systems and Control · Computer Science 2016-05-13 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

Designing predictive controllers towards optimal closed-loop performance while maintaining safety and stability is challenging. This work explores closed-loop learning for predictive control parameters under imperfect information while…

Systems and Control · Electrical Eng. & Systems 2024-04-19 Sebastian Hirt , Maik Pfefferkorn , Ali Mesbah , Rolf Findeisen

Contraction-Based Nonlinear Model Predictive Control (NMPC) formulations are attractive because of the generally short prediction horizons they require and the needless use of terminal set computation that are commonly necessary to…

Systems and Control · Computer Science 2016-06-03 Mazen Alamir

Considering nonlinear processes which are subject to unknown but measurable disturbances, we provide both stability and feasibility proofs for nonlinear model predictive controllers with abstract updates without the use of stabilizing…

Optimization and Control · Mathematics 2013-09-09 J. Pannek , J. Michael , M. Gerdts

We present a learning model predictive control (MPC) scheme for chance-constrained Markov jump systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

Optimization and Control · Mathematics 2023-01-06 Mathijs Schuurmans , Panagiotis Patrinos

Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…

Optimization and Control · Mathematics 2015-03-19 Thomas Jahn , Jürgen Pannek

We present a stochastic model predictive control (SMPC) framework for linear systems subject to possibly unbounded disturbances. State of the art SMPC approaches with closed-loop chance constraint satisfaction recursively initialize the…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Johannes Köhler , Melanie N. Zeilinger

We are concerned with the design of Model Predictive Control (MPC) schemes such that asymptotic stability of the resulting closed loop is guaranteed even if the linearization at the desired set point fails to be stabilizable. Therefore, we…

Optimization and Control · Mathematics 2019-12-12 Jean-Michel Coron , Lars Grüne , Karl Worthmann

We propose a purely data-driven model predictive control (MPC) scheme to control unknown linear time-invariant systems with guarantees on stability and constraint satisfaction in the presence of noisy data. The scheme predicts future…

Systems and Control · Electrical Eng. & Systems 2021-03-25 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

In this paper, we present performance estimates for stochastic economic MPC schemes with risk-averse cost formulations. For MPC algorithms with costs given by the expectation of stage cost evaluated in random variables, it was recently…

Optimization and Control · Mathematics 2025-04-02 Jonas Schießl , Ruchuan Ou , Michael H. Baumann , Timm Faulwasser , Lars Grüne

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

Optimization and Control · Mathematics 2026-02-18 Johannes Köhler , Melanie N. Zeilinger

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

Systems and Control · Electrical Eng. & Systems 2024-10-25 S. A. N. Nouwens , B. de Jager , M. M. Paulides , W. P. M. H. Heemels