Systems Theory and Automatic Control

Systems and Control Seminar in the Winter Semester 2014/2015

On the design of model predictive controllers based on turnpike properties


Timm Faulwasser
Laboratoire d'Automatique
Ecole Polytechnique Fédérale de Lausanne

Time and Place

The seminar talk takes place on November 11, 2014 at 11 a.m. in building 07, room 208 at Universitaetsplatz 2.


In the last two decades the design of nonlinear model predictive control (NMPC) schemes has received widespread attention by theoreticians and practitioners in the field of systems and control. The main reasons for this interest are (a) that NMPC allows considering input and state constraints in a structured manner, and (b) that NMPC allows handling nonlinear systems with multiple inputs. NMPC is built upon the repeated solution of an optimal control problem and the partial application of optimal input trajectories. Often, stability of NMPC schemes is enforced by means of computationally intensive terminal constraints and end penalties.

In this talk, we discuss the design of NMPC schemes based on turnpike properties. We show that these properties enable avoiding terminal constraints. We begin the talk with a formal introduction of turnpike properties of optimal control problems [1,2]. It is worth to be mentioned that the concept of turnpike properties has received widespread attention in optimal control approaches to economic dynamic systems [2,3]. However, it is surprising that turnpike properties have received only limited attention in the context of NMPC [4]. In this presentation, we present results attempting to partially bridge this gap. We show that exact turnpikes allow establishing stability of NMPC controlled systems as well as recursive feasibility without any terminal constraints [5]. We draw upon examples from different areas such as process control and biology to illustrate our results.

[1] D.A. Carlson, A. Haurie, and A. Leizarowitz. (1991). Infinite Horizon Optimal Control: Deterministic and Stochastic Systems. Springer Verlag.
[2] T. Faulwasser, M. Korda, C.N. Jones, and D. Bonvin. (2014). Turnpike and dissipativity properties in dynamic real-time optimization and economic MPC. 2014. To be presented at 53rd IEEE Conf. on Decision and Control (CDC), Los Angeles, California, USA.
[3] L. McKenzie, (1976). Turnpike theory. Econometrica: Journal of the Econo-metric Society, 44(5), 841–865.
[4] M. Ellis, H. Durand, and P. Christofides. (2014). A tutorial review of economic model predictive control methods. Journal of Process Control, 24(8), 1156–1178.
[5] T. Faulwasser & D. Bonvin. (2014). On the design of economic NMPC based on an exact turnpike property. Submitted to ADCHEM 2015.

Information about the Speaker

Timm Faulwasser has received a diploma (master equivalent) in Engineering Cybernetics from the University Stuttgart in 2006. He did his PhD in the group of Rolf Findeisen at the Institute of Automation Engineering at the Otto-von-Guericke University Magdeburg and obtained his PhD in 2012 from Faculty of Electrical Engineering and Information Technology of the same university in 2012. Since 2013 he is working as postdoc and lecturer at the Laboratoire d’Automatique at the Ecole Polytechnique Fédérale de Lausanne, Switzerland. His research interests include optimization-based and predictive control of nonlinear systems, path-following and trajectory-tracking problems, nonlinear control and real-time optimization with applications in aeronautics, mechatronics/robotics and process engineering.

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