http://ieeexplore.ieee.org/iel5/5610941/5624686/05624745.pdf

Power electronics

We present CasADi, an open-source software framework for numerical optimization. CasADi is a general-purpose tool that can be used to model and solve optimization problems with a large degree of flexibility, larger than what is associated with popular algebraic modeling languages such as AMPL, GAMS, JuMP or Pyomo. Of special interest are problems constrained by differential equations, i.e. optimal control problems. CasADi is written in self-contained C++, but is most conveniently used via full-featured interfaces to Python, MATLAB or Octave. Since its inception in late 2009, it has been used successfully for academic teaching as well as in applications from multiple fields, including process control, robotics and aerospace. This article gives an up-to-date and accessible introduction to the CasADi framework, which has undergone numerous design improvements over the last 7 years.

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CasADi: a software framework for nonlinear optimization and optimal control

This paper recalls a few past achievements in Model Predictive Control, gives an overview of some current developments and suggests a few avenues for future research.

Model Predictive Control

CVXPY is a domain-specific language for convex optimization embedded in Python. It allows the user to express convex optimization problems in a natural syntax that follows the math, rather than in the restrictive standard form required by solvers. CVXPY makes it easy to combine convex optimization with high-level features of Python such as parallelism and object-oriented design. CVXPY is available at this http URL under the GPL license, along with documentation and examples.

CVXPY: A Python-Embedded Modeling Language for Convex Optimization

Model Predictive Control (MPC), the dominant advanced control approach in industry over the past twenty-five years, is presented comprehensively in this unique book. With a simple, unified approach, and with attention to real-time implementation, it covers predictive control theory including the stability, feasibility, and robustness of MPC controllers. The theory of explicit MPC, where the nonlinear optimal feedback controller can be calculated efficiently, is presented in the context of linear systems with linear constraints, switched linear systems, and, more generally, linear hybrid systems. Drawing upon years of practical experience and using numerous examples and illustrative applications, the authors discuss the techniques required to design predictive control laws, including algorithms for polyhedral manipulations, mathematical and multiparametric programming and how to validate the theoretical properties and to implement predictive control policies. The most important algorithms feature in an accompanying free online MATLAB toolbox, which allows easy access to sample solutions. Predictive Control for Linear and Hybrid Systems is an ideal reference for graduate, postgraduate and advanced control practitioners interested in theory and/or implementation aspects of predictive control.

Predictive Control for Linear and Hybrid Systems

In this paper, we describe the embedded conic solver (ECOS), an interior-point solver for second-order cone programming (SOCP) designed specifically for embedded applications. ECOS is written in low footprint, single-threaded, library-free ANSI-C and so runs on most embedded platforms. The main interior-point algorithm is a standard primal-dual Mehrotra predictor-corrector method with Nesterov-Todd scaling and self-dual embedding, with search directions found via a symmetric indefinite KKT system, chosen to allow stable factorization with a fixed pivoting order. The indefinite system is solved using Davis' SparseLDL package, which we modify by adding dynamic regularization and iterative refinement for stability and reliability, as is done in the CVXGEN code generation system, allowing us to avoid all numerical pivoting; the elimination ordering is found entirely symbolically. This keeps the solver simple, only 750 lines of code, with virtually no variation in run time. For small problems, ECOS is faster than most existing SOCP solvers; it is still competitive for medium-sized problems up to tens of thousands of variables.

/pdf/ecos-an-socp-solver-for-embedded-systems-35wspce41g.pdf

ECOS: An SOCP solver for embedded systems

Summary

This paper describes autonomous racing of RC race cars based on mathematical optimization. Using a dynamical model of the vehicle, control inputs are computed by receding horizon based controllers, where the objective is to maximize progress on the track subject to the requirement of staying on the track and avoiding opponents. Two different control formulations are presented. The first controller employs a two-level structure, consisting of a path planner and a nonlinear model predictive controller (NMPC) for tracking. The second controller combines both tasks in one nonlinear optimization problem (NLP) following the ideas of contouring control. Linear time varying models obtained by linearization are used to build local approximations of the control NLPs in the form of convex quadratic programs (QPs) at each sampling time. The resulting QPs have a typical MPC structure and can be solved in the range of milliseconds by recent structure exploiting solvers, which is key to the real-time feasibility of the overall control scheme. Obstacle avoidance is incorporated by means of a high-level corridor planner based on dynamic programming, which generates convex constraints for the controllers according to the current position of opponents and the track layout. The control performance is investigated experimentally using 1:43 scale RC race cars, driven at speeds of more than 3 m/s and in operating regions with saturated rear tire forces (drifting). The algorithms run at 50 Hz sampling rate on embedded computing platforms, demonstrating the real-time feasibility and high performance of optimization-based approaches for autonomous racing. Copyright © 2014 John Wiley & Sons, Ltd.

Optimization‐based autonomous racing of 1:43 scale RC cars

Receding horizon control requires the solution of an optimization problem at every sampling instant. We present efficient interior point methods tailored to convex multistage problems, a problem class which most relevant MPC problems with linear dynamics can be cast in, and specify important algorithmic details required for a high speed implementation with superior numerical stability. In particular, the presented approach allows for quadratic constraints, which is not supported by existing fast MPC solvers. A categorization of widely used MPC problem formulations into classes of different complexity is given, and we show how the computational burden of certain quadratic or linear constraints can be decreased by a low rank matrix forward substitution scheme. Implementation details are provided that are crucial to obtain high speed solvers.We present extensive numerical studies for the proposed methods and compare our solver to three well-known solver packages, outperforming the fastest of these by a factor 2–5 in speed and 3–70 in code size. Moreover, our solver is shown to be very efficient for large problem sizes and for quadratically constrained QPs, extending the set of systems amenable to advanced MPC formulations on low-cost embedded hardware.

/pdf/efficient-interior-point-methods-for-multistage-problems-36yen3icft.pdf

Efficient interior point methods for multistage problems arising in receding horizon control

Real-time implementation of optimisation-based control and trajectory planning can be very challenging for nonlinear systems. As a result, if an implementation based on a fixed linearisatio...

FORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programs

We propose a method for automated aerial videography in dynamic and cluttered environments. An online receding horizon optimization formulation facilitates the planning process for novices and experts alike. The algorithm takes high-level plans as input, which we dub virtual rails, alongside interactively defined aesthetic framing objectives and jointly solves for 3D quadcopter motion plans and associated velocities. The method generates control inputs subject to constraints of a non-linear quadrotor model and dynamic constraints imposed by actors moving in an a priori unknown way. The output plans are physically feasible, for the horizon length, and we apply the resulting control inputs directly at each time-step, without requiring a separate trajectory tracking algorithm. The online nature of the method enables incorporation of feedback into the planning and control loop, makes the algorithm robust to disturbances. Furthermore, we extend the method to include coordination between multiple drones to enable dynamic multi-view shots, typical for action sequences and live TV coverage. The algorithm runs in real-time on standard hardware and computes motion plans for several drones in the order of milliseconds. Finally, we evaluate the approach qualitatively with a number of challenging shots, involving multiple drones and actors and qualitatively characterize the computational performance experimentally.

Alexander Domahidi

Papers

ECOS: An SOCP solver for embedded systems

Optimization‐based autonomous racing of 1:43 scale RC cars

Efficient interior point methods for multistage problems arising in receding horizon control

FORCES NLP: an efficient implementation of interior-point methods for multistage nonlinear nonconvex programs

Real-time planning for automated multi-view drone cinematography