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arXiv · 2212.02197

Performance Quantification of a Nonlinear Model Predictive Controller by Parallel Monte Carlo Simulations of a Closed-loop System

Morten Wahlgreen Kaysfeld·Mario Zanon·John Bagterp Jørgensen
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Abstract

This paper presents a parallel Monte Carlo simulation based performance quantification method for nonlinear model predictive control (NMPC) in closed-loop. The method provides distributions for the controller performance in stochastic systems enabling performance quantification. We perform high-performance Monte Carlo simulations in C enabled by a new thread-safe NMPC implementation in combination with an existing high-performance Monte Carlo simulation toolbox in C. We express the NMPC regulator as an optimal control problem (OCP), which we solve with the new thread-safe sequential quadratic programming software NLPSQP. Our results show almost linear scale-up for the NMPC closed-loop on a 32 core CPU. In particular, we get approximately 27 times speed-up on 32 cores. We demonstrate the performance quantification method on a simple continuous stirred tank reactor (CSTR), where we perform 30,000 closed-loop simulations with both an NMPC and a reference proportional-integral (PI) controller. Performance quantification of the stochastic closed-loop system shows that the NMPC outperforms the PI controller in both mean and variance.

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Morten Wahlgreen Kaysfeld, Mario Zanon, John Bagterp Jørgensen. 2023-06-21. Performance Quantification of a Nonlinear Model Predictive Controller by Parallel Monte Carlo Simulations of a Closed-loop System. https://arxiv.org/abs/2212.02197

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