Course Introduction

Insoon Yang

Department of Electrical and Computer Engineering

Seoul National University

CORE
Control + Optimization Research Lab

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Lecture Information

Lectures: Tue/Thu 3:30–4:45pm

Contact: insoonyang@snu.ac.kr

TA: Jaeuk Shin (sju5379@snu.ac.kr)

Astghik Hakobyan (astghikhakobyan@snu.ac.kr)

Office hours: by appointment

Auditing is not allowed (due to COVID).

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About This Course

Main theme: optimal control and model predictive control (MPC)

Part I: Basics of optimization and dynamical systems

Part II: Optimal control

Part III: MPC

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Learning Objectives

Theory: Understand the fundamentals of optimal control and MPC

Algorithm: Develop skills to design rigorous optimal control and MPC

algorithms

*Warning: Due to the limited amount of time, applications will not

be covered!

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Evaluation

4 Problem sets (20%): theory, algorithm

Midterm test (30%): theory, algorithm

Final exam (45%): theory, algorithm

Participation (5%)

Grade will be determined including students who drop the course

Attending classes is strongly recommended but not mandatory;
however, if a student fails to attend 2/3 of classes, he or she will
receive a serious penalty.

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Policies about problem sets

Working in groups is encouraged.

But each student must submit his/her own problem sets.

Late submissions will not be accepted.

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Exams

We are planning two in-class exams.

But some of them may be cancelled depending on the COVID

situation.

In the worst-case, the exams may be replaced with course projects or

reports.

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Flipped Learning

Due to the current COVID situation, some of students are still

concerned about attending in-class lectures.

To minimize the time spent in the classroom and to take the

advantage of both online and offline lectures, it is reasonable to take
the “flipped learning” approach.

What’s flipped learning?

1 Before attending each in-class lecture, each student must watch a
lecture video uploaded on eTL (30–45 minutes).
2 During in-class lectures, I briefly review the materials covered in the
video and take any questions from the students (30–45 minutes).

A tentative plan is to take the flipped learning approach until the

COVID situation gets much better. We will then take vote to decide
if we continue this approach or have the traditional in-class lectures.
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Course References

Lecture slides: to be posted on eTL

References
[BV04] S. Boyd, L. Vandenberghe, Convex Optimization, Cambridge
University Press, 2004. http://stanford.edu/~boyd/cvxbook/
[Lue79] D. G. Luenberger, Introduction to Dynamic Systems, Wiley,
1979.
[LVS12] F. L. Lewis, D. L. Vrabie, V. L. Syrmos, Optimal Control,
Wiley, 3rd edition, 2012.
[BBM17] F. Borrelli, A. Bemporad, M. Morari, Predictive Control for
Linear and Hybrid Systems, Cambridge University Press, 2017.

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Conceptual example: autonomous driving

Constraints:
Don’t crash
Limited acceleration

Performance objective
(cost):
Travel time
Fuel cost

[Bosch]

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Optimal control

Control as mathematical optimization:

min Cost
s.t. Constraints

Find a control that minimizes the cost while satisfying the constraints
High-performance
Constraint specification: collision avoidance, input threshold
Closed-form solution in certain cases

What happens if something unexpected happens?

Didn’t see a car around the corner!
Solve another optimization problem using information available NOW!

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What is model predictive control (MPC)?
Optimization-in-the-loop controller
Adaptivity:
Optimizing at every time step (“embedded optimization”)
Constraint specification:
collision avoidance, input threshold
Computational challenge:
real-time optimization required =⇒ limited applications?

[Jones, Zeilinger]
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Any hope?

[Jones, Zeilinger]

Advances in computing technology

Advances in optimization algorithms
Advances in MPC techniques
=⇒ Application area expanded

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Popular control technology?

[Samad]
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Optimal control vs MPC

Optimal control: Solve the optimal control problem offline.

Implement it and do not modify
=⇒ no adaptation

MPC: For each time step, given the current measurement, solve an
optimal control problem for a fixed prediction horizon
=⇒ the time window shifts by +1 at each step (“receding horizon”)

[Biral]

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MPC: Solving optimal control at every iteration

[Jones, Zeilinger]

Each time step (sample time) in MPC:

1 Measure (or estimate) state

2 Solve optimization problem for a prediction (planning) horizon

3 Implement only the first control action

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What do we need to understand/use/develop MPC?

Dynamical system theory

Mathematical optimization

Optimal control

Multiparametric programming

These are main themes of the course!

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What we won’t cover

Applications: But we’ll learn the fundamental theory and algorithms

you need to know to tackle them

Continuous-time or stochastic problems

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This course is recommended to

students who want to understand the fundamental theory and

algorithms for optimal control and MPC

students who are interested in optimization, optimal control and

related topics

students who are getting tired of tuning PID parameters!

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This course is not recommended to

students who want to use MPC as a toolbox without understanding

the details

students who don’t need mathematical analyses for optimal

control/MPC

students who are interested in optimization/ML but not in optimal

control/MPC

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Part I: Basics of optimization and dynamical systems

Introduction to optimal control and MPC

Basic convex optimization theory

Linear and quadratic optimization

Discrete-time dynamical systems

Lyapunov stability

Controllability and observability

Reachability and invariance

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Part II: Optimal control

Introduction to optimal control: trajectory optimization vs dynamic

programming

Linear-quadratic regulators

Linear-quadratic Gaussian control

Constrained optimal control

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Part III: MPC

Introduction to model predictive control

Model predictive control I: Recursive feasibility

Model predictive control II: Stability

Explicit MPC

Advanced topics

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