aiqbench analysis
This research introduces a scalable learned iterative solver for nonlinear model predictive control (NMPC) that decouples network size from prediction horizon complexity. By leveraging temporal decomposition, the method achieves up to four times faster solution speeds than traditional IPOPT solvers while maintaining strict constraint satisfaction in closed-loop systems. The approach represents a significant advancement in applying machine learning to real-time optimization of complex dynamical systems without requiring precomputed training data.
A Scalable Learned Iterative Solver for Nonlinear MPC via Temporal Decomposition
arXiv:2610.13480v1 Announce Type: cross Abstract: Nonlinear model predictive control (NMPC) can be applied to large nonlinear systems with complex objectives while enforcing constraints, but the cost of solving the underlying optimization problems limits real-time application for systems with fast dynamics or many states. Neural networks can reduce this online cost by approximating the control law, but may violate constraints and typically require many precomputed optimizer solutions for training. The learning-based iterative solver for constrained optimization (LISCO) instead learns to predict primal-dual steps toward satisfaction of the Karush-Kuhn-Tucker (KKT) conditions through self-supervised training without precomputed solutions, but its dense, monolithic architecture grows with the prediction horizon. We remove this horizon dependence by exploiting the temporal structure of the problem in the solver architecture, which makes the network size independent of the horizon while leaving the training loss and the solver iteration unchanged. A closed-loop resampling strategy further aligns the training distribution with closed-loop operation at no additional sampling cost. On an economic NMPC benchmark of a CSTR cascade, the proposed solver scales to larger problems than monolithic LISCO and achieves median speedups of up to a factor of four over IPOPT. In closed loop, it achieves comparable control performance to IPOPT with no observed constraint violations.
Abstract:Nonlinear model predictive control (NMPC) can be applied to large nonlinear systems with complex objectives while enforcing constraints, but the cost of solving the underlying optimization problems limits real-time application for systems with fast dynamics or many states. Neural networks can reduce this online cost by approximating the control law, but may violate constraints and typically require many precomputed optimizer solutions for training. The learning-based iterative solver for constrained optimization (LISCO) instead learns to predict primal-dual steps toward satisfaction of the Karush-Kuhn-Tucker (KKT) conditions through self-supervised training without precomputed solutions, but its dense, monolithic architecture grows with the prediction horizon. We remove this horizon dependence by exploiting the temporal structure of the problem in the solver architecture, which makes the network size independent of the horizon while leaving the training loss and the solver iteration unchanged. A closed-loop resampling strategy further aligns the training distribution with closed-loop operation at no additional sampling cost. On an economic NMPC benchmark of a CSTR cascade, the proposed solver scales to larger problems than monolithic LISCO and achieves median speedups of up to a factor of four over IPOPT. In closed loop, it achieves comparable control performance to IPOPT with no observed constraint violations.
Optimization and Control (math.OC); Machine Learning (cs.LG); Systems and Control (eess.SY)
arXiv:2610.13480 [math.OC]
(or arXiv:2610.13480v1 [math.OC] for this version)
https://doi.org/10.48550/arXiv.2610.13480 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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