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Assessment and Future Directions of Nonlinear Model Predictive ...

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Computational Aspects <strong>of</strong> Approximate Explicit NMPC 187The following rule is applied when no feasible solution to the NLP problem(10)–(11) was found at some <strong>of</strong> the points w i ∈ W , w i ≠ w 0 ,wherethesetW = {w 0 ,w 1 ,w 2 , ..., w N1 } is defined in Procedure 1.Heuristic splitting rule 1. (h<strong>and</strong>ling infeasibility)Consider the following two cases:1. The set <strong>of</strong> the feasible points in X 0 includes the center point w 0 <strong>and</strong> some<strong>of</strong> the points w i ∈ W , w i ≠ w 0 (the set W = {w 0 ,w 1 ,w 2 , ..., w N1 } is definedin Procedure 1). Then, split X 0 into two types <strong>of</strong> hyper-rectangles byhyperplanes containing some <strong>of</strong> the feasible points w i ∈ W :i. Hyper-rectangles X f 1 ,Xf 2 , ..., Xf N fcontaining only feasible points.ii. Hyper-rectangles X nf1 ,Xnf 2 , ..., XnfN nfcontaining some infeasible points.Denote the number <strong>of</strong> the new hyper-rectangles N s = N f +N nf . The optimalchoice <strong>of</strong> dividing hyperplanes is the one which minimizes the number N s <strong>of</strong>the new hyper-rectangles.2. The center point w 0 <strong>of</strong> X 0 is the only feasible point. Then, split X 0 on allstate space axes by hyperplanes through w 0 .□The following rule is applied when there is no feasible solution to the NLPproblem (10)–(11) at the center point w 0 <strong>of</strong> the hyper-rectangle X 0 .Heuristic splitting rule 2. (h<strong>and</strong>ling infeasibility)If there is no feasible solution <strong>of</strong> the NLP (10)–(11) at the center point w 0 <strong>of</strong>X 0 , split the hyper-rectangle X 0 by a hyperplane through w 0 <strong>and</strong> orthogonal toan arbitrary axis.□The following rule is used when the NLP problem (14)–(15) in Procedure 2has no feasible solution.Heuristic splitting rule 3. (h<strong>and</strong>ling infeasibility)If the NLP problem (14)–(15) in Procedure 2 is infeasible, split the hyperrectangleX 0 by a hyperplane through its center <strong>and</strong> orthogonal to an arbitraryaxis.□3.5 Approximate Algorithm for Explicit Solution <strong>of</strong> Mp-NLPsAssume the tolerance ε>0 <strong>of</strong> the cost function approximation error is given.The following algorithm is proposed to design explicit NMPC controller for constrainednonlinear systems:Algorithm 1. (approximate explicit mp-NLP)1. Initialize the partition to the whole hyper-rectangle, i.e. P = {X}. Markthehyper-rectangle X as unexplored.2. Select any unexplored hyper-rectangle X 0 ∈ P . If no such hyper-rectangleexists, the algorithm terminates successfully.

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