Towards parallelizable sampling–based nonlinear model predictive control

R.V. Bobiti, M. Lazar

Research output: Contribution to journalConference articlepeer-review

5 Citations (Scopus)
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This paper proposes a new sampling–based nonlinear model predictive control (MPC) algorithm, with a bound on complexity quadratic in the prediction horizon N and linear in the number of samples. The idea of the proposed algorithm is to use the sequence of predicted inputs from the previous time step as a warm start, and to iteratively update this sequence by changing its elements one by one, starting from the last predicted input and ending with the first predicted input. This strategy, which resembles the dynamic programming principle, allows for parallelization up to a certain level and yields a suboptimal nonlinear MPC algorithm with guaranteed recursive feasibility, stability and improved cost function at every iteration, which is suitable for real–time implementation. The complexity of the algorithm per each time step in the prediction horizon depends only on the horizon, the number of samples and parallel threads, and it is independent of the measured system state. Comparisons with the fmincon nonlinear optimization solver on a benchmark example indicates that, as the simulation time progresses, the proposed algorithm converges rapidly to the “optimal” solution, even when using a small number of samples.

Original languageEnglish
Pages (from-to)13176-13181
Number of pages6
Issue number1
Publication statusPublished - 1 Jul 2017
Event20th World Congress of the International Federation of Automatic Control (IFAC 2017 World Congress) - Toulouse, France
Duration: 9 Jul 201714 Jul 2017
Conference number: 20


  • constrained control
  • dynamic programming
  • embedded model predictive control
  • sampling–based optimization
  • suboptimal nonlinear predictive control
  • sampling-based optimization


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