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Parallel Shooting Sequential Quadratic Programming for Nonlinear MPC Problems

2023/07/20 by P. C. N. Verheijen, Verheijen, P. C. N., Mojtaba Haghi +5
Engineering · #Advanced Control Systems Optimization #Control Systems and Identification #FOS: Electrical engineering #Fault Detection and Control Systems #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2307.10868

openalex publication_date 2023/07/20 · openalex created_date 2023/07/22 · openalex updated_date 2026/07/28

Abstract

In this paper, we propose a parallel shooting algorithm for solving nonlinear model predictive control problems using sequential quadratic programming. This algorithm is built on a two-phase approach where we first test and assess sequential convergence over many initial trajectories in parallel. However, if none converge, the algorithm starts varying the Newton step size in parallel instead. Through this parallel shooting approach, it is expected that the number of iterations to converge to an optimal solution can be decreased. Furthermore, the algorithm can be further expanded and accelerated by implementing it on GPUs. We illustrate the effectiveness of the proposed Parallel Shooting Sequential Quadratic Programming (PS-SQP) method in some benchmark examples for nonlinear model predictive control. The developed PS-SQP parallel solver converges faster on average and especially when significant nonlinear behaviour is excited in the NMPC horizon.

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