Print Email Facebook Twitter A projected gradient and constraint linearization method for nonlinear model predictive control Title A projected gradient and constraint linearization method for nonlinear model predictive control Author Torrisi, Giampaolo (ETH Zürich) Grammatico, S. (TU Delft Team Bart De Schutter) Smith, Roy S. (ETH Zürich) Morari, Manfred (University of Pennsylvania) Date 2018 Abstract Projected gradient descent denotes a class of iterative methods for solving optimization programs. In convex optimization, its computational complexity is relatively low whenever the projection onto the feasible set is relatively easy to compute. On the other hand, when the problem is nonconvex, e.g., because of nonlinear equality constraints, the projection becomes hard and thus impractical. In this paper, we propose a projected gradient method for nonlinear programs that only requires projections onto the linearization of the nonlinear constraints around the current iterate, similar to sequential quadratic programming (SQP). The proposed method falls neither into the class of projected gradient descent approaches, because the projection is not performed onto the original nonlinear manifold, nor into that of SQP, since second-order information is not used. For nonlinear smooth optimization problems, we assess local and global convergence to a Karush–Kuhn–Tucker point of the original problem. Further, we show that nonlinear model predictive control is a promising application of the proposed method, due to the sparsity of the resulting optimization problem. Subject First-order methodsNonlinear model predictive controlNonlinear programmingSequential quadratic programming To reference this document use: http://resolver.tudelft.nl/uuid:6544e41b-80fb-4023-8ff6-0d95e2755c34 DOI https://doi.org/10.1137/16M1098103 ISSN 0363-0129 Source SIAM Journal on Control and Optimization, 56 (3), 1968-1999 Part of collection Institutional Repository Document type journal article Rights © 2018 Giampaolo Torrisi, S. Grammatico, Roy S. Smith, Manfred Morari Files PDF 16m1098103.pdf 708.28 KB Close viewer /islandora/object/uuid:6544e41b-80fb-4023-8ff6-0d95e2755c34/datastream/OBJ/view