Multiobjective Optimization Applied to

Parameter-Varying Control Problems

Alesi Augusto, Richard Andrade

November 29, 2019

Table of contents

1. Introduction and Objectives

2. Problem Statement

3. Candidate Solution Treatment

4. Conclusions

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Introduction and Objectives
Introduction

• Three degrees of
freedom.
• Two actuated wheels.
• Nonlinear Model.
• Linearization through
a desired trajectory
(Time-Varying Linear
Model)

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Objectives

• To yield a reference trajectory;

• To estimate some Pareto-Optimal fronts (POFs) using MPC;
• To yield individual trajectories;
• To decide what control law should be used.

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Problem Statement
Control Strategy

Model Predictive Control

∑{
N−1 }
min J = x̃a (K)′ Qˆ
ˆ ˆ ′ Rũ(K)
x̃a (K) + ũ(K) ˆ x̃a (N)′ Lˆ
+ˆ x̃a (N)
û
K=1

Where the compact form is given by

′
min J = b
x Wy b b ′ Wu u
x+u b.
b
u

subject to:

b
x = Pû + Gx̃a (K),
bmin ≤ u
u b≤u
bmax ,
b
xmin ≤ b
x≤b
xmax .

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Multiobjective Problem

For ωr = 0,
min J = α1 J1 + α2 J2
b
u

subject to:

b
xi = P(Ai )û + Gx̃a (K), ∀i = 1, 2,
bmin ≤ u
u b≤u
bmax ,
b
xmin ≤ b
xi ≤ b
xmax , ∀i = 1, 2.

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Pareto-Optimal Front Estimation

Figure 1: Illustrative example to yield each POF.

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Results

Figure 2: Estimated Pareto Figure 3: Normalized Pareto

Fronts. Front Estimates.

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Candidate Solution Treatment
Epsilon-Dominance Approach
Objective
Diversify the points in the front, and reduce the number of them.

Epsilon
Dominance
Algorithm

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Utopian Distance Approach

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Minimum Distance between the Utopian Point and the Estimated
Front.

Distance α1 α2 Distance α1 α2
0.3965 0.13 0.87 0.4661 0.58 0.42
0.3156 0.22 0.78 0.4952 0.86 0.14
0.4622 0.30 0.70 0.5585 0.97 0.03
0.4604 0.50 0.50 0.5134 0.71 0.29
0.5204 0.71 0.29 0.4652 0.49 0.51
0.5318 0.84 0.16 0.4474 0.28 0.72
0.5164 0.61 0.39 0.3158 0.22 0.78
0.4920 0.44 0.56 0.3965 0.13 0.87
0.4216 0.27 0.73 0.3156 0.22 0.78
0.3166 0.22 0.78 0.4622 0.30 0.70
0.3964 0.13 0.87 0.4604 0.50 0.50
0.3157 0.22 0.78 0.5204 0.71 0.29
0.4759 0.37 0.63 - - -

November 29, 2019 Candidate Solution Treatment 10/16

Performance Criteria

Mean square error (MSE) of the states:

Ns
1 ∑
MSE = x̃2a,i (j), i = 1, 2,
Ns
j=1

where “Ns ” is the number of samples.

Total control value (TCV) of the torques applied into the robot:
Ns
∑
TCV = |ũi (j)| , i = 1, 2.
j=1

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Performance Criteria

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Decision-Making
AHP
Objective
To define priorities (W) based on pairwise comparisons.

Table 1: Importance Relation between Criteria.

TCVτ l TCVτ r MSEv MSEω

TCVτ l 1 5 3 3
TCVτ r 1/5 1 4 4
MSEv 1/3 1/4 1 3
MSEω 1/3 1/4 1/3 1

Table 2: Priority Vector.

TCVτl TCVτr MSEv MSEω

w 0.3679 0.3679 0.1686 0.0956
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Promethee

Objective
To define preferences based on directed graphs.

∑
3
Pj (ai , ak ) = G[cj (ai ) − cj (ak )], wj Pj (ai , ak )


 0, if x ≤ 0 P(ai , ak ) =
j=1
,
G(x) = x/p, if 0 < x ≤ p ∑
3

 1, wj
if x > p, j=1
p ≜ max{cj (a)} − min{cj (a)}. ϕ(ai ) ≜ ϕ+ (ai ) − ϕ− (ai ).

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Results

Table 3: Best solutions.

Points α1 α2 TCVτl TCVτr MSEv MSEω

1/11/21 0.10 0.90 148.33 180.15 0.0136 0.0045

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Conclusions
Conclusions

• A methodology to control a nonlinear system was proposed

based in MPC:
1. Reference trajectory;
2. POF estimation;
3. Minimum distance criterion;
4. Individual trajectories;
5. Performance indexes;
6. Decision-making.
• The weighted-sum approach was used to treat the biobjective
problem;
• At the end, some equivalent solutions were provided.

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 Questions?

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