A Scalable Learned Iterative Solver for Nonlinear MPC via Temporal Decomposition

Key points

• Neural networks can reduce this online cost by approximating the control law, but may violate constraints and typically require many precomputed optimizer solutions for training.1
• The learning-based iterative solver for constrained optimization (LISCO) instead learns to predict primal-dual steps toward satisfaction of the Karush-Kuhn-Tucker (KKT) conditions through self-supervised training without precomputed solutions, but its dense, monolithic architecture grows with the prediction horizon.1
• We remove this horizon dependence by exploiting the temporal structure of the problem in the solver architecture, which makes the network size independent of the horizon while leaving the training loss and the solver iteration unchanged.1
• On an economic NMPC benchmark of a CSTR cascade, the proposed solver scales to larger problems than monolithic LISCO and achieves median speedups of up to a factor of four over IPOPT.1

Sources (1)

• [1]A Scalable Learned Iterative Solver for Nonlinear MPC via Temporal Decomposition
  arXiv (AI, ML, NLP, CV, robotics, multi-agent) · Oct 9, 12:13 PM

  Nonlinear model predictive control (NMPC) can be applied to large nonlinear systems with complex objectives while enforcing constraints, but the cost of solving the underlying optimization problems limits real-time application for systems with fast dynamics or many states.

  Neural networks can reduce this online cost by approximating the control law, but may violate constraints and typically require many precomputed optimizer solutions for training.

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