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Blocking Parameterizations for Improving the Computational Tractability of Affine Disturbance Feedback MPC Problems


F. Oldewurtel

Conference on Decision and Control (CDC), Shanghai, China

Many model predictive control (MPC) schemes suffer from high computational complexity. Especially robust MPC schemes, which explicitly account for the effects of disturbances, can result in computationally intractable problems. So-called move-blocking is an effective method of reducing the computational complexity of MPC problems. Unfortunately move-blocking precludes the use of terminal constraints as a means of enforcing strong feasibility of MPC problems. Thus move-blocking MPC has traditionally been employed without rigorous guarantees of constraint satisfaction. A method for enforcing strong feasibility of nominal move-blocking MPC problems was recently developed. The contribution of this paper is to generalize this method and employ it for the purpose of enforcing strong feasibility of move-blocking affine disturbance feedback robust MPC problems. Furthermore the effectiveness of different disturbance-feedback blocking strategies is investigated by means of a numerical example.


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