Abstract: A common problem affecting neural network (NN) approximations of model
predictive control (MPC) policies is the lack of analytical tools to assess the
stability of the closed-loop system under the action of the NN-based
controller. We present a general procedure to quantify the performance of such
a controller, or to design minimum complexity NNs with rectified linear units
(ReLUs) that preserve the desirable properties of a given MPC scheme. By
quantifying the approximation error between NN-based and MPC-based
state-to-input mappings, we first establish suitable conditions involving two
key quantities, the worst-case error and the Lipschitz constant, guaranteeing
the stability of the closed-loop system. We then develop an offline,
mixed-integer optimization-based method to compute those quantities exactly.
Together these techniques provide conditions sufficient to certify the
stability and performance of a ReLU-based approximation of an MPC control law.