On degeneracy in exploration of combinatorial tree in multi-parametric quadratic programming

The recently proposed combinatorial approach for multi-parametric quadratic programming (mpQP) has shown to be more efficient than geometric approaches in finding the complete solution when dealing with systems with high dimension of the parameter vector. This method, however, tends to become very slow as the number of constraints increases. Recently, a modification of the combinatorial method is proposed which exploits some of the underlying geometric properties of adjacent critical regions to exclude a noticeable number of feasible but not optimal candidate active sets from the combinatorial tree. This method is followed by a post-processing algorithm based on the geometric operations to assure that the complete solution is found which is time-consuming and prone to numerical errors in high-dimensional systems. In this paper, we characterize degenerate optimal active sets and modify the exploration algorithm such that the complete solution is guaranteed to be found in a general case, which can have degeneracies as well, concurrent with the exploration of combinatorial tree. Simulation results confirm the reliability of the suggested method in finding all critical regions while decreasing the computational time significantly.

[1]  Manfred Morari,et al.  Enumeration-based approach to solving parametric linear complementarity problems , 2015, Autom..

[2]  Arun Gupta,et al.  A novel approach to multiparametric quadratic programming , 2011, Autom..

[3]  T. Johansen,et al.  Further results on multiparametric quadratic programming , 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

[4]  Tor Arne Johansen,et al.  Explicit MPC of higher-order linear processes via combinatorial multi-parametric quadratic programming , 2013, 2013 European Control Conference (ECC).

[5]  Graham C. Goodwin,et al.  Characterisation Of Receding Horizon Control For Constrained Linear Systems , 2003 .

[6]  Manfred Morari,et al.  Multiparametric Linear Complementarity Problems , 2006, Proceedings of the 45th IEEE Conference on Decision and Control.

[7]  Alberto Bemporad,et al.  An algorithm for multi-parametric quadratic programming and explicit MPC solutions , 2003, Autom..

[8]  Tor Arne Johansen,et al.  An improved algorithm for combinatorial multi-parametric quadratic programming , 2013, Autom..

[9]  Tor Arne Johansen,et al.  Combinatorial multi-parametric quadratic programming with saturation matrix based pruning , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[10]  D K Smith,et al.  Numerical Optimization , 2001, J. Oper. Res. Soc..

[11]  Tor Arne Johansen,et al.  Further results on the exploration of combinatorial tree in multi-parametric quadratic programming , 2016, 2016 European Control Conference (ECC).

[12]  Efstratios N. Pistikopoulos,et al.  Perspectives in Multiparametric Programming and Explicit Model Predictive Control , 2009 .

[13]  Didier Dumur,et al.  A parameterized polyhedra approach for explicit constrained predictive control , 2004, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601).

[14]  Alberto Bemporad,et al.  The explicit linear quadratic regulator for constrained systems , 2003, Autom..

[15]  Colin Neil Jones,et al.  On the facet-to-facet property of solutions to convex parametric quadratic programs , 2006, Autom..

[16]  Alberto Bemporad,et al.  A survey on explicit model predictive control , 2009 .

[17]  Manfred Morari,et al.  Multi-Parametric Toolbox 3.0 , 2013, 2013 European Control Conference (ECC).