Lifted implicit integrators for direct optimal control
Paper in proceedings, 2015

Nonlinear Model Predictive Control (NMPC) re- lies on solving an Optimal Control Problem (OCP) online at every sampling time. The discretization of the continuous time dynamics requires the deployment of some numerical integration method. To that end, implicit integrators are often preferred when stiff or implicitly defined dynamics are present in the system. Implicit integration schemes, however, are typi- cally more expensive to implement than explicit methods. This paper presents a novel lifting method for implicit integrators which improves their computational efficiency and accuracy in the context of Newton-type optimization algorithms. Similar to the standard lifted Newton, the proposed lifting method requires a marginal implementation effort. This novel approach has been implemented in the ACADO code generation software, and its efficiency illustrated using a nontrivial control example. An improved convergence and a computational speedup of about factor 2 are reported.


Rien Quirynen

University of Freiburg

KU Leuven

Sébastien Gros

Chalmers, Signals and Systems, Systems and control, Automatic Control

Moritz Diehl

KU Leuven

University of Freiburg

54th IEEE Conference on Decision and Control (CDC). Osaka, Japan, Dec 15-18, 2015

0743-1546 (ISSN)

978-1-4799-7886-1 (ISBN)

Areas of Advance

Information and Communication Technology


Basic sciences

Subject Categories

Information Science





More information

Latest update