This paper provides an overview of commercially available model predictive control (MPC) technology, both linear and nonlinear, based primarily on data provided by MPC vendors. A brief history of industrial MPC technology is presented first, followed by results of our vendor survey of MPC control and identification technology. A general MPC control algorithm is presented, and approaches taken by each vendor for the different aspects of the calculation are described. Identification technology is reviewed to determine similarities and differences between the various approaches. MPC applications performed by each vendor are summarized by application area. The final section presents a vision of the next generation of MPC technology, with an emphasis on potential business and research opportunities.

More than 15 years after Model Predictive Control (MPC) appeared in industry as an effective means to deal with multivariable constrained control problems, a theoretical basis for this technique has started to emerge. The issues of feasibility of the on-line optimization, stability and performance are largely understood for systems described by linear models. Much progress has been made on these issues for nonlinear systems but for practical applications many questions remain, including the reliability and efficiency of the on-line computation scheme. To deal with model uncertainty "rigorously" an involved dynamic programming problem must be solved. The approximation techniques proposed for this purpose are largely at a conceptual stage. Among the broader research needs the following areas are identified: multivariable system identification, performance monitoring and diagnostics, nonlinear state estimation, and batch system control. Many practical problems like control objective prior...

The primary disadvantage of current design techniques for model predictive control (MPC) is their inability to deal explicitly with plant model uncertainty. In this paper, we present a new approach for robust MPC synthesis which allows explicit incorporation of the description of plant uncertainty in the problem formulation. The uncertainty is expressed both in the time domain and the frequency domain. The goal is to design, at each time step, a statefeedback control law which minimizes a "worst-case" infinite horizon objective function, subject to constraints on the control input and plant output. Using standard techniques, the problem of minimizing an upper bound on the "worst-case" objective function, subject to input and output constraints, is reduced to a convex optimization involving linear matrix inequalities (LMIs). It is shown that the feasible receding horizon state-feedback control design robustly stabilizes the set of uncertain plants under consideration. Several extensions...

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We present a structured interior-point method for the e cient solution of the optimal control problem in model predictive control (MPC). The cost of this approach is linear in the horizon length, compared with cubic growth for a naive approach. We use a discrete-time Riccati recursion to solve the linear equations e ciently at each iteration of the interior-point method, and show that this recursion is numerically stable. We demonstrate the e ectiveness of the approach by applying it to three process control problems. 1

The connections between optimization and control theory have been explored by many researchers, and optimization algorithms have been applied with success to optimal control. The rapid pace of developments in model predictive control has given rise to a host of new problems to which optimization has yet to be applied. Concurrently, developments in optimization, and especially in interior-point methods, have produced a new set of algorithms that may be especially helpful in this context. In this paper, we reexamine the relatively simple problem of control of linear processes subject to quadratic objectives and general linear constraints. We show how new algorithms for quadratic programming can be applied efficiently to this problem. The approach extends to several more general problems in straightforward ways.

Optimal feedback solutions to the infinite horizon LQR problem with state and input constraints based on receding horizon real-time quadratic programming are well known. In this paper we develop an explicit solution to the same problem, eliminating the need for realtime optimization. A suboptimal strategy, based on a suboptimal choice of a finite horizon and imposing additional limitations on the allowed switching between active constraint sets on the horizon, is suggested in order to address the computer memory and processing capacity requirements of the explicit solution. It is shown that the resulting feedback controller is piecewise linear, and the piecewise linear structure is explored and exploited for computational analysis of stability and performance of the suboptimal constrained LQR. The piecewise linear structure can also be exploited for efficient real-time implementation of the controller.

Issues of feasibility and stability are considered for a finite horizon formulation of receding horizon control for linear systems under mixed linear state and control constraints. We prove that given any compact set of initial conditions that is feasible for the infinite horizon problem, there exists a finite horizon length above which a receding horizon policy will provide both feasibility and stability, even when no end or stability constraint is imposed. Finally, computations for determining a sufficient horizon length are carried out on a simple open-loop stable example under control saturation constraints.

Two well known approaches to nonlinear control involve the use of control Lyapunov functions (CLFs) and receding horizon control (RHC), also known as model predictive control (MPC). The on-line EulerLagrange computation of receding horizon control is naturally viewed in terms of optimal control, whereas researchers in CLF methods have emphasized such notions as inverse optimality. We focus on a CLF variation of Sontag's formula, which also results from a special choice of parameters in the so-called pointwise min-norm formulation. Viewed this way, CLF methods have direct connections with the Hamilton-Jacobi-Bellman formulation of optimal control. A single example is used to illustrate the various limitations of each approach. Finally, we contrast the CLF and receding horizon points of view, arguing that their strengths are complementary and suggestive of new ideas and opportunities for control design. The presentation is tutorial, emphasizing concepts and connections over details and t...

We consider the burst-level congestion-control problem in a communication network with multiple traffic sources, each modeled as a fully-controllable stream of fluid traffic. The controlled traffic shares a common bottleneck node with high-priority cross traffic described by a Markov-modulated fluid (MMF). Each controlled source is assumed to have a unique round-trip delay. The goal is to maximize a linear combination of the throughput, delay, traffic loss rate, and a fairness metric at the bottleneck node. We introduce a simulation-based congestion-control scheme capable of performing effectively under rapidly-varying cross traffic by making use of the provided MMF model of that variation. In our scheme, the control problem is posed as a finite-horizon Markov decision process and is solved heuristically using a technique called Hindsight Optimization. We provide a detailed derivation of our congestion-control algorithm based on this technique. Our empirical study shows that the control scheme performs sign...