Time-certified input-constrained NMPC via Koopman Operator

Liang Wu, Krystian Ganko, Richard Braatz

Abstract: Determining solving-time certificates of nonlinear model predictive control (NMPC) implementations is a pressing requirement when deploying NMPC in production environments. Such a certificate guarantees that the NMPC controller returns a solution before the next sampling time. However, NMPC formulations produce nonlinear programs (NLPs) for which it is very difficult to derive their solving-time certificates. Our previous work, Wu and Braatz (2023), challenged this limitation with a proposed input-constrained MPC algorithm having exact iteration complexity but was restricted to linear MPC formulations. This work extends the algorithm to solve input-constrained NMPC problems, by using the Koopman operator and a condensing MPC technique. We illustrate the algorithm performance on a high-dimensional, nonlinear partial differential equation (PDE) control case study, in which we theoretically and numerically certify the solving time to be less than the sampling time.