On closed-loop dynamics of ADMM-based MPC

2019/11/06 by Moritz Schulze Darup, Darup, Moritz Schulze, Gerrit Book +1
Engineering · #Advanced Control Systems Optimization #FOS: Mathematics #Fault Detection and Control Systems #Fuel Cells and Related Materials #Optimization and Control (math.OC)

paper · pdf · doi:10.48550/arxiv.1911.02641

openalex publication_date 2019/11/06 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This paper studies the closed-loop dynamics of linear systems under approximate model predictive control (MPC). More precisely, we consider MPC implementations based on a finite number of ADMM iterations per time-step. We first show that the closed-loop dynamics can be described based on a nonlinear augmented model. We then characterize an invariant set around the augmented origin, where the dynamics become linear. Finally, we investigate the performance of the approximate MPC for various choices of the ADMM parameters based on a comprehensive numerical benchmark.

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