Contraction Analysis of Continuation Method for Suboptimal Model Predictive Control
Optimization and Control
2025-03-06 v2
Abstract
This letter analyzes the contraction property of the nonlinear systems controlled by suboptimal model predictive control (MPC) using the continuation method. We propose a contraction metric that reflects the hierarchical dynamics inherent in the continuation method. We derive a pair of matrix inequalities that elucidate the impact of suboptimality on the contraction of the optimally controlled closed-loop system. A numerical example is presented to verify our contraction analysis. Our results are applicable to other MPCs than stabilization, including economic MPC.
Cite
@article{arxiv.2409.10970,
title = {Contraction Analysis of Continuation Method for Suboptimal Model Predictive Control},
author = {Ryotaro Shima and Yuji Ito and Tatsuya Miyano},
journal= {arXiv preprint arXiv:2409.10970},
year = {2025}
}
Comments
Accepted by IEEE Control Systems Letters (L-CSS)