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Unifying Sequential Quadratic Programming and Linear-Parameter-Varying Algorithms for Real-Time Model Predictive Control

2025/11/12 by Floch, Kristóf, Lahr, Amon, Tóth, Roland +1
#FOS: Electrical engineering #Systems and Control (eess.SY) #electronic engineering #information engineering

paper · doi:10.48550/arxiv.2511.09106

Abstract

This paper presents a unified framework that connects sequential quadratic programming (SQP) and the iterative linear-parameter-varying model predictive control (LPV-MPC) technique. Using the differential formulation of the LPV-MPC, we demonstrate how SQP and LPV-MPC can be unified through a specific choice of scheduling variable and the 2nd Fundamental Theorem of Calculus (FTC) embedding technique and compare their convergence properties. This enables the unification of the zero-order approach of SQP with the LPV-MPC scheduling technique to enhance the computational efficiency of stochastic and robust MPC problems. To demonstrate our findings, we compare the two schemes in a simulation example. Finally, we present real-time feasibility and performance of the zeroorder LPV-MPC approach by applying it to Gaussian process (GP)-based MPC for autonomous racing with real-world experiments.

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