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Control strategies arising in nonlinear MPC have nonlocal optimality properties [pdf] (springer.com)
1 point by jbaayen on Aug 30, 2021 | hide | past | favorite | 1 comment


Proper mathematics or sloppy engineering? Contrary to popular belief, solutions to many non-convex optimization problems arising in nonlinear model predictive control (MPC) have provable nonlocal optimality properties. This result is a consequence of the "hidden invexity" inherent in a class of discretized optimal control problems.

We demonstrate application in real-time water resources management. Preliminary analysis also suggests applications in gas and power systems.




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