Differentiable Nonlinear Model Predictive Control

• URL: http://arxiv.org/abs/2505.01353v1
• Date: Fri, 02 May 2025 15:43:37 GMT
• Title: Differentiable Nonlinear Model Predictive Control
• Authors: Jonathan Frey, Katrin Baumgärtner, Gianluca Frison, Dirk Reinhardt, Jasper Hoffmann, Leonard Fichtner, Sebastien Gros, Moritz Diehl,
• Abstract summary: This paper discusses the computation of solution sensitivities of general nonlinear programs (NLPs) using the implicit function theorem (IFT) and smoothed optimality conditions treated in interior-point methods (IPM)<n>We detail sensitivity computation within a sequential quadratic programming (SQP) method which employs an IPM for the quadratic subproblems.<n>The publication is accompanied by an efficient open-source implementation within the framework, providing both forward and adjoint sensitivities for general optimal control problems, achieving speedups exceeding 3x over the state-of-the-art solver mpc.pytorch.
• Score: 1.9272863690919875
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: The efficient computation of parametric solution sensitivities is a key challenge in the integration of learning-enhanced methods with nonlinear model predictive control (MPC), as their availability is crucial for many learning algorithms. While approaches presented in the machine learning community are limited to convex or unconstrained formulations, this paper discusses the computation of solution sensitivities of general nonlinear programs (NLPs) using the implicit function theorem (IFT) and smoothed optimality conditions treated in interior-point methods (IPM). We detail sensitivity computation within a sequential quadratic programming (SQP) method which employs an IPM for the quadratic subproblems. The publication is accompanied by an efficient open-source implementation within the framework, providing both forward and adjoint sensitivities for general optimal control problems, achieving speedups exceeding 3x over the state-of-the-art solver mpc.pytorch.

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