1. Learning for Online Mixed-Integer Model Predictive Control with Parametric Optimality Certificates
- Author
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Russo, Luigi, Nair, Siddharth H., Glielmo, Luigi, and Borrelli, Francesco
- Subjects
Optimization and Control (math.OC) ,FOS: Electrical engineering, electronic engineering, information engineering ,FOS: Mathematics ,Systems and Control (eess.SY) ,Electrical Engineering and Systems Science - Systems and Control ,Mathematics - Optimization and Control - Abstract
We propose a supervised learning framework for computing solutions of multi-parametric Mixed Integer Linear Programs (MILPs) that arise in Model Predictive Control. Our approach also quantifies sub-optimality for the computed solutions. Inspired by Branch-and-Bound techniques, the key idea is to train a Neural Network/Random Forest, which for a given parameter, predicts a strategy consisting of (1) a set of Linear Programs (LPs) such that their feasible sets form a partition of the feasible set of the MILP and (2) a candidate integer solution. For control computation and sub-optimality quantification, we solve a set of LPs online in parallel. We demonstrate our approach for a motion planning example and compare against various commercial and open-source mixed-integer programming solvers., First two authors contributed equally
- Published
- 2023