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Abstract— This workshop introduces its audience to the the- many domains of industry and technology [8]. The interest
ory, design and applications of model predictive control (MPC) in MPC is rapidly growing due to its inherent ability to
under uncertainty. The workshop provides conceptual and simultaneously handle constraints, guarantee stability and
technical principles governing rigorous and computationally
effective methods for design of MPC under set–membership optimize performance in a systematic way. For a nonex-
and probabilistic uncertainty. The theoretical fundamentals are haustive overview of this important field see, for instance,
carefully introduced and studied within the frameworks of monographs [1], [9]–[15] and survey papers [16], [17].
robust MPC and stochastic MPC. The technical foundations are The extensive research over the last few decades has
complemented with a discussion of related design and practical resulted in fairly well developed theory of MPC and a
aspects as well as with an overview of effective computations
based on convex and reliable real–time optimization. Thus, clear perspective on still open research problems. Important
the workshop provides a unique and unified exposure to key MPC subfields in which significant progress has recently
constituents of MPC under uncertainty. It also allows for a been made include robust and stochastic MPC (i.e. MPC
comprehensive understanding of highly powerful and applicable accounting for set–membership or probabilistic represen-
robust and stochastic MPC algorithms that have seen real–life tation/description of the uncertainties) as well as efficient
transition from theory to practice in several important appli-
cations within aerospace and automotive industries. Finally, a computations for MPC via convex and reliable real–time op-
carefully designed panel discussion at the workshop assesses timization. Thus, a workshop on MPC under uncertainty via
the current state of affairs in, and identifies relevant future reliable real–time optimization will serve two fundamental
research directions for, MPC under uncertainty. and useful purposes. Firstly, it will acquaint its audience with
the basic principles and latest developments in MPC under
I. P R ÉCIS
uncertainty and its real–time implementation. Secondly, it
A. Essentials will focus the attention on the areas of great practical
Organizers importance in control applications that have already initi-
The organizers of the workshop are: ated, and will continue spanning, many interesting directions
for future research (e.g., MPC for classes of large–scale,
1.1. Saša V. Raković,
decentralized, distributed, autonomous, cyber–physical and
University of Texas, Austin, USA.
networked systems as well as secure and resilient MPC.)
1.2. William S. Levine,
University of Maryland, College Park, USA. B. Primary Objectives
1.3. Behçet Açıkmeşe,
The major goals of the workshop are to provide a compre-
University of Texas, Austin, USA (until 12/2015),
hensive tutorial on both fundamental and advanced aspects
University of Washington, Seattle, USA (from 01/2016).
of MPC under uncertainty and present a unified treatment of
1.4. Ilya V. Kolmanovsky,
its conceptual and practical aspects. More specifically, the
University of Michigan, Ann Arbor, USA.
workshop will deliver a compact understanding of MPC as
Brief Introduction well as comprehensive theoretical foundation underpinning
MPC [1] is a modern, dynamic and cross–disciplinary field MPC under both the set–membership and stochastic uncer-
based on mathematical control theory that fuses (and syner- tainty (a.k.a. robust and stochastic MPC). The workshop will
gistically treats) control–theoretic issues (e.g. stability, per- also cover the numerical implementation of conventional,
formance, robustness, etc.) for constrained systems with the robust and stochastic MPC design methods via advanced and
optimization theory [2]–[5] and numerical computations [6], reliable real–time optimization techniques. Thus, the work-
[7]. Being a fundamental and contemporary research area, shop will synergistically fuse theoretical, computational and
MPC has seen advances addressing a broad range of under- applications–driven aspects of MPC under uncertainty and,
lying theoretical and implementation issues. MPC’s role in consequently, furnish a unique blend of advanced control
control engineering practice is best evidenced by the large synthesis and analysis methods.
number and versatility of its real life implementations across An equally important aim of the workshop is to highlight
the importance of MPC under uncertainty and disseminate
Saša V. Raković and Behçet Açıkmeşe are with the University of Texas at the knowledge of advanced robust and stochastic MPC as
Austin, USA. Behçet Açıkmeşe will be with the University of Washington, powerful design methods with high potential to successfully
Seattle, USA as of January 01, 2016. William S. Levine is with the
University of Maryland at College Park, USA. Ilya V. Kolmanovsky is with tackle real–life problems across a wide range of traditional
the University of Michigan at Ann Arbor, USA. and emerging industrial applications.
The workshop will also provide, via a carefully designed The workshop also provides real–life applications and
panel discussion, an assessment of the current state of MPC reports on the actual transition from theory to practice.
under uncertainty, and it will highlight future research direc-
tions for this field in terms of theory and applications. Finally, Presenters: The workshop will be entirely presented by
the workshop will stimulate the creation of a specialized the four organizers in a coherent and effective manner. The
network of researchers focused on further advances in this panel discussion at the end of the workshop will include
highly important research field. additional participants.
C. Format Synergy: The workshop is synchronized, and designed to
Style be compatible, with a related workshop proposed for ACC–
The style of the workshop is tutorial and pedagogical. 2016 and that is entitled “Model Predictive Control” and
An optimally designed concoction of conceptual, imple- organized by James B. Rawlings and Thomas A. Badgwell.
mentation and technical aspects is delivered in an easy– Compared to the latter, our workshop addresses more ad-
to–follow step–by–step format. The necessary fundamental vanced techniques and topics that deal with MPC under
concepts and mathematical techniques of MPC and MPC uncertainty. In addition, this workshop complements and
under uncertainty are introduced first. This base is built upon provides background for a double invited session entitled
by providing a concise overview of the theory underpinning “MPC, Quo Vadis?” which focuses on advanced topics in
MPC under set–membership and probabilistic uncertainty. MPC and is also organized by us for the ACC–2016.
The theory of robust and stochastic MPC is complemented II. S YNOPSIS
with discussion of related algorithmic and practical aspects,
A. Content
and its transfer to practice is demonstrated by furnishing
some important real–life applications from aerospace and 3.1. MPC. (Speaker: William S. Levine)
automotive industries. • Conventional MPC.
◦ Paradigm and formulation.
Intended Audience
◦ Algorithmic implementation.
The workshop is designed carefully and flexibly in order ◦ Fundamental properties.
to be accessible to a broad range of researchers and engi- • Uncertainty in MPC.
neers within both academia and industry. On one hand, the
◦ Types and models.
workshop provides, for junior researchers and students, a
◦ Interplay with predictions, constraints and cost.
comprehensive exposure to advanced theory and design of
◦ Inherent robustness and direct consideration.
MPC for constrained systems subject to uncertainty. On the
other hand, the workshop delivers a systematic framework 3.2. Robust MPC. (Speaker: Saša V. Raković)
for senior researchers and engineers working on real–life • Robust MPC I.
industrial problems where constraints and uncertainty play ◦ Exact robust MPC.
a key role. ◦ Parameterized predictions for robust MPC.
◦ Tube MPC.
Prerequisites • Robust MPC II.
The graduate level courses in systems and control theory, ◦ Rigid tube MPC.
linear algebra and foundation of optimization provide an (Formulation, implementation and properties.)
ideal background for the workshop. Since the workshop ◦ Homothetic tube MPC.
topics are sufficiently self–contained, the workshop can, in (Formulation, implementation and properties.)
principle, also be attended by less specialized audience. ◦ Parameterized tube MPC.
Handouts (Formulation, implementation and properties.)
3.3. Stochastic MPC. (Speaker: Ilya V. Kolmanovsky)
The workshop handouts include presenters slides and
notes, fact sheets and lists of reference for further reading. • Stochastic MPC I.
◦ Modelling and representation of stochastic un-
Organization certainties.
Length: The workshop is planned as one full day event. ◦ Specification and treatment of probabilistic con-
straints and average cost.
Topics: The workshop focuses uniformly on the following ◦ Formulation and computational treatment of
main research themes. stochastic MPC problems for linear systems.
2.1. Model Predictive Control. • Stochastic MPC II.
2.2. Robust Model Predictive Control. ◦ Formulation and computational treatment of
2.3. Stochastic Model Predictive Control stochastic MPC problems for nonlinear systems.
2.4. Convexification for Model Predictive Control under ◦ Guaranteeing recursive feasibility and stability
uncertainty with reliable online computations in stochastic MPC problems.
◦ Treatment of special problems such as dual con- This part of the workshop discusses primarily types and
trol and drift counteraction in a receding horizon models for the uncertainty in MPC as well as interplay
framework. of the uncertainty with predictions, constraints and cost.
3.4. Convexification for MPC under uncertainty with reliable Furthermore, it also comments on inherent robustness of
online computations. (Speaker: Behçet Açıkmeşe) MPC and provides a base for design methods that take
• Convex optimization in MPC. the uncertainty into account more directly, i.e. robust and
◦ Convex optimization. stochastic MPC.
◦ Convexification techniques in optimal control.
◦ Convex optimization for MPC under uncertainty.
• Reliable real–time optimization for MPC. Robust MPC
◦ Real–time optimization.
◦ Custom interior point methods algorithms. Robust MPC I
◦ Reliable real–time optimization solvers. Robust MPC is an improved MPC variant that ensures
3.5. Overview of Applications. robustness against the set–membership uncertainty. The exact
(Speakers: Ilya V. Kolmanovsky and Behçet Açıkmeşe) robust MPC can be seen as a repetitive decision making
process in which, the basic decision making reduces to
• Applications in automotive industry.
a convoluted closed–loop robust optimal control. In fact,
◦ Robust Model Predictive Control of diesel en-
the exact robust MPC requires online infinite-dimensional
gines.
minimaximization over the sequence of control laws in a
◦ Stochastic Model Predictive Control of vehicle
stark contrast to a finite–dimensional minimization over the
cruise management.
sequence of control actions in the conventional case. A dom-
◦ Stochastic Model Predictive Control of vehicle
inant problem stems from the facts that the exact robust MPC
energy management.
provides strong structural properties but it is computationally
• Applications in aerospace industry. unwieldy, while the conventional MPC is not necessarily
◦ Planetary soft landing. robust even though it is computationally convenient. The
◦ Formation flying with ON/OFF actuators. key challenge is to devise robust MPC methodology that
◦ Motion planning for quadrotors. employs a generalized prediction framework and allows for
MPC a meaningful and practicable optimization of, and over, the
set of possible system behaviours effected by the uncertainty.
Conventional MPC
This part of the workshop focuses on exact robust MPC
MPC optimizes predicted system behaviour in order to
and, motivated by its computational intractability, it high-
determine the best current control action. An optimal forecast
lights importance of careful use of parametrized control
of the system behaviour is induced from open–loop optimal
policies in order to computationally simplify the exact robust
control that is cast as an online optimization and that
MPC whilst preserving as many of its strong structural
takes account of system dynamics, constraints and control
properties as possible. A particular emphasis is given to tube
objectives. The online optimization, solved at the current
MPC framework that addresses effectively the fundamental
time instant and state of the system, yields an optimal
challenge of reaching a meaningful compromise between the
sequence of open–loop predicted control actions, the first
quality of guaranteed structural properties and the associated
element of which is selected as the best current control
computational complexity.
action. This procedure is continually applied throughout the
control process. Robust MPC II
This part of the workshop introduces MPC paradigm, Tube MPC considers predicted behaviour in terms of the
provides its formulation, discusses its algorithmic imple- sets of possible states and controls due to the spread of trajec-
mentation and summarizes its fundamental system theoretic tories caused by the uncertainty. The related state and control
properties. tubes represent either the exact or outer bounding sequences
Uncertainty in MPC of the sets of possible states and associated controls. The
When the model of the system is exact, constraints per- sensible parameterizations of the state and control tubes and
fectly capture underlying limitations and restrictions and no the associated tubes control policy lead to computationally
uncertainty is present, the open loop and closed loop control highly attractive tube MPC that induces strong structural
strategies yield the same outcome. Unfortunately, perfect properties. Tube MPC has proven particularly effective for
exactness is seldom available and many unaccounted for constrained linear systems subject to additive uncertainty.
discrepancies affect the actual control process. The frequent This part of the workshop builds upon generic introduction
sources of uncertainty include model errors, unknown dis- to tube MPC by providing an overview (in terms of theory
turbances and state information imperfections. Thus, it is and design aspects for) of basic and advanced tube MPC
crucial to take the uncertainty and its effect in MPC into design methods, namely rigid, homothetic and parameterized
account either indirectly via a–posteriori analysis or directly tube MPC synthesis.
via a–priori synthesis.