Content area

Abstract

Achieving global optimality in nonlinear model predictive control (NMPC) is challenging due to the non-convex nature of the underlying optimization problem. Since commonly employed local optimization techniques depend on carefully chosen initial guesses, this non-convexity often leads to suboptimal performance resulting from local optima. To overcome this limitation, we propose a novel diffusion model-based approach for near-globally optimal NMPC consisting of an offline and an online phase. The offline phase employs a local optimizer to sample from the distribution of optimal NMPC control sequences along generated system trajectories through random initial guesses. Subsequently, the generated diverse data set is used to train a diffusion model to reflect the multi-modal distribution of optima. In the online phase, the trained model is leveraged to efficiently perform a variant of random shooting optimization to obtain near-globally optimal control sequences without relying on any initial guesses or online NMPC solving. The effectiveness of our approach is illustrated in a numerical simulation indicating high performance benefits compared to direct neural network approximations of NMPC and significantly lower computation times than online solving NMPC using global optimizers.

Details

1009240
Identifier / keyword
Title
Toward Near-Globally Optimal Nonlinear Model Predictive Control via Diffusion Models
Publication title
arXiv.org; Ithaca
Publication year
2024
Publication date
Dec 11, 2024
Section
Computer Science; Electrical Engineering and Systems Science
Publisher
Cornell University Library, arXiv.org
Source
arXiv.org
Place of publication
Ithaca
Country of publication
United States
University/institution
Cornell University Library arXiv.org
e-ISSN
2331-8422
Source type
Working Paper
Language of publication
English
Document type
Working Paper
Publication history
 
 
Online publication date
2024-12-12
Milestone dates
2024-12-11 (Submission v1)
Publication history
 
 
   First posting date
12 Dec 2024
ProQuest document ID
3143451065
Document URL
https://www.proquest.com/working-papers/toward-near-globally-optimal-nonlinear-model/docview/3143451065/se-2?accountid=208611
Full text outside of ProQuest
Copyright
© 2024. This work is published under http://arxiv.org/licenses/nonexclusive-distrib/1.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.
Last updated
2024-12-13
Database
2 databases
  • ProQuest One Academic
  • ProQuest One Academic