Abstract
Explicit model predictive control (MPC) addresses the problem of removing one of the main drawbacks of MPC, namely the need to solve a mathematical program on line to compute the control action. This computation prevents the application of MPC in several contexts, either because the computer technology needed to solve the optimization problem within the sampling time is too expensive or simply infeasible, or because the computer code implementing the numerical solver causes software certification concerns,especially in safety critical applications.
Explicit MPC allows one to solve the optimization problem off-line for a given range of operating conditions of interest. By exploiting multiparametric programming techniques, explicit MPC computes the optimal control action off line as an “explicit” function of the state and reference vectors, so that on-line operations reduce to a simple function evaluation. Such a function is piecewise affine in most cases, so that the MPC controller maps into a lookup table of linear gains.
In this paper we survey the main contributions on explicit MPC appeared in the scientific literature. After recalling the basic concepts and problem formulations of MPC, we review the main approaches to solve explicit MPC problems, including a novel and simple suboptimal practical approach to reduce the complexity of the explicit form. The paper concludes with some comments on future research directions.
This work was partially supported by the European Commission under the HYCON Network of Excellence, contract number FP6-IST-511368.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
Acevedo, J., Pistikopoulos, E.N.: A multiparametric programming approach for linear process engineering problems under uncertainty. Ind. Eng. Chem. Res. 36, 717–728 (1997)
Adler, I., Monteiro, R.D.C.: A geometric view of parametric linear programming. Algorithmica 8(2), 161–176 (1992)
Alessio, A., Bemporad, A.: Feasible mode enumeration and cost comparison for explicit quadratic model predictive control of hybrid systems. In: 2nd IFAC Conference on Analysis and Design of Hybrid Systems, Alghero, Italy, pp. 302–308 (2006)
Allwright, J.C., Papavasiliou, G.C.: On linear programming and robust model-predictive control using impulse-responses. Systems & Control Letters 18, 159–164 (1992)
Baotić, M.: An efficient algorithm for multi-parametric quadratic programming. Technical Report AUT02-05, Automatic Control Institute, ETH, Zurich, Switzerland (2002)
Baotić, M., Borrelli, F., Bemporad, A., Morari, M.: Efficient on-line computation of constrained optimal control. SIAM Journal on Control and Optimization 47(5), 2470–2489 (2008)
Bemporad, A.: Multiparametric nonlinear integer programming and explicit quantized optimal control. In: Proc. 42nd IEEE Conf. on Decision and Control, Maui, Hawaii, USA, pp. 3167–3172 (2003)
Bemporad, A.: Efficient conversion of mixed logical dynamical systems into an equivalent piecewise affine form. IEEE Trans. Automatic Control 49(5), 832–838 (2004)
Bemporad, A.: Hybrid Toolbox – User’s Guide (January 2004), http://www.dii.unisi.it/hybrid/toolbox
Bemporad, A.: Model-based predictive control design: New trends and tools. In: Proc. 45th IEEE Conf. on Decision and Control, San Diego, CA, pp. 6678–6683 (2006)
Bemporad, A., Borrelli, F., Morari, M.: Piecewise linear optimal controllers for hybrid systems. In: American Control Conference, Chicago, IL, pp. 1190–1194 (June 2000)
Bemporad, A., Borrelli, F., Morari, M.: Model predictive control based on linear programming — The explicit solution. IEEE Trans. Automatic Control 47(12), 1974–1985 (2002)
Bemporad, A., Borrelli, F., Morari, M.: Min-max control of constrained uncertain discrete-time linear systems. IEEE Trans. Automatic Control 48(9), 1600–1606 (2003)
Bemporad, A., Filippi, C.: Suboptimal explicit receding horizon control via approximate multiparametric quadratic programming. Journal of Optimization Theory and Applications 117(1), 9–38 (2003)
Bemporad, A., Filippi, C.: An algorithm for approximate multiparametric convex programming. Computational Optimization and Applications 35(1), 87–108 (2006)
Bemporad, A., Fukuda, K., Torrisi, F.D.: Convexity recognition of the union of polyhedra. Computational Geometry: Theory and Applications 18, 141–154 (2001)
Bemporad, A., Morari, M.: Control of systems integrating logic, dynamics, and constraints. Automatica 35(3), 407–427 (1999)
Bemporad, A., Morari, M., Dua, V., Pistikopoulos, E.N.: The explicit linear quadratic regulator for constrained systems. Automatica 38(1), 3–20 (2002)
Besselmann, T., Löfberg, J., Morari, M.: Explicit model predictive control for systems with linear parameter-varying state transition matrix. In: Proc. 17th IFAC World Congress, Seoul, Corea (2008)
Borrelli, F., Baotić, M., Bemporad, A., Morari, M.: Dynamic programming for constrained optimal control of discrete-time linear hybrid systems. Automatica 41(10), 1709–1721 (2005)
Borrelli, F., Bemporad, A., Fodor, M., Hrovat, D.: A hybrid approach to traction control. In: Di Benedetto, M.D., Sangiovanni-Vincentelli, A.L. (eds.) HSCC 2001. LNCS, vol. 2034, pp. 162–174. Springer, Heidelberg (2001)
Borrelli, F., Bemporad, A., Morari, M.: A geometric algorithm for multi-parametric linear programming. Journal of Optimization Theory and Applications 118(3), 515–540 (2003)
Di Cairano, S., Bemporad, A., Kolmanovsky, I., Hrovat, D.: Model predictive control of magnetically actuated mass spring dampers for automotive applications. International Journal of Control 80(11), 1701–1716 (2007)
Campo, P.J., Morari, M.: Robust model predictive control. In: American Control Conference, vol. 2, pp. 1021–1026 (1987)
Christophersen, F.J., Kvasnica, M., Jones, C.N., Morari, M.: Efficient evaluation of piecewise control laws defined over a large number of polyhedra. In: Proc. European Control Conf., Kos, Greece, pp. 2360–2367 (2007)
Christophersen, F.J., Zeilinger, M.N., Jones, C.N., Morari, M.: Controller complexity reduction for piecewise affine systems through safe region elimination. In: IEEE Conference on Decision and Control, New Orleans, LA, pp. 4773–4778 (2007)
Dua, V., Pistikopoulos, E.N.: An algorithm for the solution of multiparametric mixed integer linear programming problems. Annals of Operations Research 1, 123–139 (2000)
Filippi, C.: On the geometry of optimal partition sets in multiparametric linear programming. Technical Report 12, Department of Pure and Applied Mathematics, University of Padova, Italy (June 1997)
Gal, T.: Postoptimal Analyses, Parametric Programming, and Related Topics, 2nd edn. de Gruyter, Berlin (1995)
Gal, T., Greenberg, H.J. (eds.): Advances in Sensitivity Analysis and Parametric Programming. International Series in Operations Research & Management Science, vol. 6. Kluwer Academic Publishers, Dordrecht (1997)
Gal, T., Nedoma, J.: Multiparametric linear programming. Management Science 18, 406–442 (1972)
Gass, S.I., Saaty, T.L.: The computational algorithm for the parametric objective function. Naval Research Logistics Quarterly 2, 39–45 (1955)
Geyer, T., Torrisi, F.D., Morari, M.: Optimal complexity reduction of polyhedral piecewise affine systems. Automatica 44, 1728–1740 (2008)
Geyer, T., Torrisi, F.D., Morari, M.: Efficient Mode Enumeration of Compositional Hybrid Models. In: Maler, O., Pnueli, A. (eds.) HSCC 2003. LNCS, vol. 2623, pp. 216–232. Springer, Heidelberg (2003)
Grieder, P., Kvasnica, M., Baotić, M., Morari, M.: Low complexity control of piecewise affine systems with stability guarantee. In: American Control Conference, Boston, MA (2004)
Grieder, P., Morari, M.: Complexity reduction of receding horizon control. In: Proc. 42th IEEE Conf. on Decision and Control, Maui, Hawaii, USA, pp. 3179–3184 (2003)
Ingimundarson, A., Ocampo-Martinez, C., Bemporad, A.: Model predictive control of hybrid systems based on mode-switching constraints. In: Proc. 46th IEEE Conf. on Decision and Control, New Orleans, LA, pp. 5265–5269 (2007)
Johansen, T.A.: On multi-parametric nonlinear programming and explicit nonlinear model predictive control. In: Proc. 41th IEEE Conf. on Decision and Control, Las Vegas, Nevada, USA, pp. 2768–2773 (December 2002)
Johansen, T.A.: Approximate explicit receding horizon control of constrained nonlinear systems. Automatica 40, 293–300 (2004)
Johansen, T.A., Grancharova, A.: Approximate explicit constrained linear model predictive control via orthogonal search tree. IEEE Trans. Automatic Control 58(5), 810–815 (2003)
Johansen, T.A., Jackson, W., Schrieber, R., Tøndel, P.: Hardware synthesis of explicit model predictive controllers. IEEE Trans. Contr. Systems Technology 15(1), 191–197 (2007)
Johansen, T.A., Petersen, I., Slupphaug, O.: On explicit suboptimal LQR with state and input constraints. In: Proc. 39th IEEE Conf. on Decision and Control, Sydney, Australia, pp. 662–667 (December 2000)
Jones, C., Morari, M.: Multiparametric linear complementarity problems. In: Proc. 45th IEEE Conf. on Decision and Control, San Diego, CA, pp. 5687–5692 (2006)
Jones, C.N., Baric, M., Morari, M.: Multiparametric linear programming with applications to control. European Journal of Control 13, 152–170 (2007)
Jones, C.N., Grieder, P., Raković, S.V.: A logarithmic-time solution to the point location problem for parametric linear programming. Automatica 42(12), 2215–2218 (2006)
Jones, C.N., Kerrigan, E.C., Maciejowski, J.M.: Lexicographic perturbation for multiparametric linear programming with applications to control. Automatica 43(10), 1808–1816 (2007)
Kerrigan, E.C., Maciejowski, J.M.: Feedback min-max model predictive control using a single linear program: Robust stability and the explicit solution. Int. J. Robust Nonlinear Control 14(4), 395–413 (2004)
Kvasnica, M., Grieder, P., Baotić, M.: Multi Parametric Toolbox, MPT (2006), http://control.ee.ethz.ch/~mpt/
Lincoln, B., Rantzer, A.: Relaxing dynamic programming. IEEE Trans. Automatic Control 51(8), 1249–1260 (2006)
Mangasarian, O.L., Rosen, J.B.: Inequalities for stochastic nonlinear programming problems. Operations Research 12, 143–154 (1964)
Mayne, D.Q., Rakovíc, S.V., Kerrigan, E.C.: Optimal control and piecewise parametric programming. In: Proc. European Control Conf., Kos, Greece, pp. 2762–2767 (2007)
Mayne, D.Q.: Control of constrained dynamic systems. Technical Report EEE/C&P/DQM/9/2001, Imperial College, London, U.K. (September 2001)
Mayne, D.Q., Rakovic, S.: Optimal control of constrained piecewise affine discrete time systems using reverse transformation. In: Proc. 41th IEEE Conf. on Decision and Control, Las Vegas, Nevada, USA, pp. 1546–1551 (December 2002)
Mayne, D.Q., Rawlings, J.B., Rao, C.V., Scokaert, P.O.M.: Constrained model predictive control: Stability and optimality. Automatica 36(6), 789–814 (2000)
Muñoz de la Peña, D., Alamo, T., Bemporad, A., Camacho, E.F.: A dynamic programming approach for determining the explicit solution of MPC controllers. In: Proc. 43th IEEE Conf. on Decision and Control, Paradise Island, Bahamas, pp. 2479–2484 (2004)
Muñoz de la Peña, D., Alamo, T., Ramírez, D.R., Camacho, E.F.: Min-max model predictive control as a quadratic program. IET Control Theory & Applications 1(1), 328–333 (2007)
Muñoz de la Peña, D., Bemporad, A., Filippi, C.: Robust explicit MPC based on approximate multi-parametric convex programming. IEEE Trans. Automatic Control 51(8), 1399–1403 (2006)
Orchard-Hays, W.: Notes on linear programming (part 6): the Rand code for the simplex method (sx4). Technical Report 1440, Rand Corporation (1955)
Pannocchia, G., Rawlings, J.B., Wright, S.J.: Fast, large-scale model predictive control by partial enumeration. Automatica 43, 852–860 (2007)
Propoi, A.I.: Use of linear programming methods for synthesizing sampled-data automatic systems. Automation and Remote Control 24(7), 837–844 (1963)
Ramírez, D.R., Camacho, E.F.: Piecewise affinity of min-max mpc with bounded additive uncertainties and a quadratic criterion. Automatica 42(2), 295–302 (2006)
Schechter, M.: Polyhedral functions and multiparametric linear programming. Journal of Optimization Theory and Applications 53(2), 269–280 (1987)
Scokaert, P.O.M., Mayne, D.Q.: Min-max feedback model predictive control for constrained linear systems. IEEE Trans. Automatic Control 43(8), 1136–1142 (1998)
Seron, M.M., DeDoná, J.A., Goodwin, G.C.: Global analytical model predictive control with input constraints. In: Proc. 39th IEEE Conf. on Decision and Control, Sydney, Australia, pp. 154–159 (2000)
Spjøtvold, J., Kerrigan, E.C., Jones, C.N., Tøndel, P., Johansen, T.A.: On the facet-to-facet property of solutions to convex parametric quadratic programs. Automatica 42(12), 2209–2214 (2006)
Spjøtvold, J., Rakovic, S.V., Tøndel, P., Johansen, T.A.: Utilizing reachability analysis in point location problems. In: Proc. 45th IEEE Conf. on Decision and Control, San Diego, CA, pp. 4568–4569 (2006)
Tøndel, P., Johansen, T.A.: Complexity reduction in explicit linear model predictive control. In: Proc. 15th IFAC World Congress, Barcelona, Spain (2002)
Tøndel, P., Johansen, T.A., Bemporad, A.: An algorithm for multi-parametric quadratic programming and explicit MPC solutions. Automatica 39(3), 489–497 (2003)
Tøndel, P., Johansen, T.A., Bemporad, A.: Evaluation of piecewise affine control via binary search tree. Automatica 39(5), 945–950 (2003)
Tøndel, P., Johansen, T.A., Bemporad, A.: Further results on multiparametric quadratic programming. In: Proc. 42th IEEE Conf. on Decision and Control, Maui, Hawaii, USA, pp. 3173–3178 (2003)
Torrisi, F.D., Bemporad, A.: HYSDEL — A tool for generating computational hybrid models. IEEE Trans. Contr. Systems Technology 12(2), 235–249 (2004)
Wang, Y., Jones, C.N., Maciejowski, J.: Efficient point location via subdivision walking with application to explicit MPC. In: Proc. European Control Conf., Kos, Greece, pp. 447–453 (2007)
Witsenhausen, H.S.: A min-max control problem for sampled linear systems. IEEE Trans. Automatic Control 13(1), 5–21 (1968)
Zafiriou, E.: Robust model predictive control of processes with hard constraints. Computers & Chemical Engineering 14(4/5), 359–371 (1990)
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2009 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Alessio, A., Bemporad, A. (2009). A Survey on Explicit Model Predictive Control. In: Magni, L., Raimondo, D.M., Allgöwer, F. (eds) Nonlinear Model Predictive Control. Lecture Notes in Control and Information Sciences, vol 384. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01094-1_29
Download citation
DOI: https://doi.org/10.1007/978-3-642-01094-1_29
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-01093-4
Online ISBN: 978-3-642-01094-1
eBook Packages: EngineeringEngineering (R0)