Analysis of unconstrained NMPC schemes with incomplete optimization

L. Grüne, J. Pannek: Analysis of unconstrained NMPC schemes with incomplete optimization
in: Proceedings of NOLCOS 2010, Bologna, Italy, 2010, 238 - 243

Smart-Link: http://www.nolcos2010.unibo.it/
DOI: 10.3182/20100901-3-IT-2016.00124
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Abstract:

We analyze nominal NMPC schemes without stabilizing terminal constraints in which the online optimization is terminated prior to convergence to the optimum. We state a new stability based termination criterion for nonlinear optimization methods and give conditions for stability and performance estimates. Additionally we present a numerical simulation to illustrate our results.

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