Verifying performance, stability, and feasibility of inexact non-linear model predictive controllers

Abstract

We introduce a verification framework to numerically analyze inexact model predictive controllers (MPCs) in the constrained non-linear discrete-time setting. Rather than modifying the controller so that guarantees hold by construction, we treat the controller as given. In particular, we focus on two types of inexact controllers: (a) one whose input is extracted from a primal-dual point satisfying the Karush-Kuhn-Tucker (KKT) conditions of the non-convex MPC problem, and (b) one whose input is obtained by linearizing the dynamics and solving a convex quadratic program. The main idea of our verification framework is to formulate an optimization problem that searches over the worst-case initial state within a given set and control inputs consistent with the inexact controller to maximize a carefully-chosen performance metric. Using this framework, we show how to certify (i) the worst-case suboptimality gap of a single MPC problem, (ii) the worst-case closed-loop suboptimality gap over a given number of dynamical system iterations, (iii) closed-loop stability, and (iv) feasibility of the closed-loop system. Through numerical examples, we showcase the ability of our framework to precisely quantify both types of suboptimality, and to test the stability and feasibility of the inexact controllers.