Zero-order optimization for Gaussian process-based model predictive control

Amon Lahr, Andrea Zanelli, Andrea Carron, Melanie N. Zeilinger

Abstract: Highlights•Tailored optimization algorithm for Gaussian process-based model predictive control•Significant reduction of computational complexity with respect to system state dimension•Favorable convergence properties and feasible (suboptimal) solutions at convergence•Parallelization of GP computations using a graphical processing unit•Available open-source code at https://gitlab.ethz.ch/ics/zero-order-gp-mpc