Asymptotic Stability of Economic NMPC: The Importance of Adjoints. Issue 20 (2018)
- Record Type:
- Journal Article
- Title:
- Asymptotic Stability of Economic NMPC: The Importance of Adjoints. Issue 20 (2018)
- Main Title:
- Asymptotic Stability of Economic NMPC: The Importance of Adjoints
- Authors:
- Faulwasser, Timm
Zanon, Mario - Abstract:
- Abstract: Recently, it has been shown in a sampled-data continuous-time setting that under certain regularity assumptions a simple linear end penalty enforces exponential stability of Economic (nonlinear) Model Predictive Control (EMPC) without terminal constraints. This paper investigates the same framework in the discrete-time case, i.e. we establish sufficient conditions for asymptotic stability of the optimal steady state under an EMPC scheme without terminal constraints. The key ingredient is a linear end penalty that can be understood as a gradient correction of the stage cost by means of the adjoint/dual variable of the underlying steady-state optimization problem. Although almost all stability proofs for EMPC focus on primal variables, our developments elucidate the importance of the adjoints for achieving asymptotic stability without terminal constraints. Moreover, we propose an adaptive gradient correction strategy which alleviates the need for solving explicitly the steady-state optimization. Finally, we draw upon two simulation examples to illustrate our results.
- Is Part Of:
- IFAC-PapersOnLine. Volume 51:Issue 20(2018)
- Journal:
- IFAC-PapersOnLine
- Issue:
- Volume 51:Issue 20(2018)
- Issue Display:
- Volume 51, Issue 20 (2018)
- Year:
- 2018
- Volume:
- 51
- Issue:
- 20
- Issue Sort Value:
- 2018-0051-0020-0000
- Page Start:
- 157
- Page End:
- 168
- Publication Date:
- 2018
- Subjects:
- Economic MPC -- dissipativity -- asymptotic stability
Automatic control -- Periodicals
629.805 - Journal URLs:
- https://www.journals.elsevier.com/ifac-papersonline/ ↗
http://www.sciencedirect.com/ ↗ - DOI:
- 10.1016/j.ifacol.2018.11.009 ↗
- Languages:
- English
- ISSNs:
- 2405-8963
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 8759.xml