Eric C. Kerrigan

Juan L. Jerez, Paul J. Goulart, Stefan Richter et al.

Faster, cheaper, and more power efficient optimization solvers than those currently offered by general-purpose solutions are required for extending the use of model predictive control (MPC) to resource-constrained embedded platforms. We propose several custom computational architectures for different first-order optimization methods that can handle linear-quadratic MPC problems with input, input-rate, and soft state constraints. We provide analysis ensuring the reliable operation of the resulting controller under reduced precision fixed-point arithmetic. Implementation of the proposed architectures in FPGAs shows that satisfactory control performance at a sample rate beyond 1 MHz is achievable even on low-end devices, opening up new possibilities for the application of MPC on embedded systems.

Omar J. Faqir, Eric C. Kerrigan, Deniz Gündüz

Communication energy in a wireless network of mobile autonomous agents should be considered as the sum of transmission energy and propulsion energy used to facilitate the transfer of information. Accordingly, communication-theoretic and Newtonian dynamic models are developed to model the communication and locomotion expenditures of each node. These are subsequently used to formulate a novel nonlinear optimal control problem (OCP) over a network of autonomous nodes. It is then shown that, under certain conditions, the OCP can be transformed into an equivalent convex form. Numerical results for a single link between a node and access point allow for comparison with known solutions before the framework is applied to a multiple-node UAV network, for which previous results are not readily extended. Simulations show that transmission energy can be of the same order of magnitude as propulsion energy allowing for possible savings, whilst also exemplifying how speed adaptations together with power control may increase the network throughput.

Mason Thammawichai, Eric C. Kerrigan

We propose three novel mathematical optimization formulations that solve the same two-type heterogeneous multiprocessor scheduling problem for a real-time taskset with hard constraints. Our formulations are based on a global scheduling scheme and a fluid model. The first formulation is a mixed-integer nonlinear program, since the scheduling problem is intuitively considered as an assignment problem. However, by changing the scheduling problem to first determine a task workload partition and then to find the execution order of all tasks, the computation time can be significantly reduced. Specifically, the workload partitioning problem can be formulated as a continuous nonlinear program for a system with continuous operating frequency, and as a continuous linear program for a practical system with a discrete speed level set. The task ordering problem can be solved by an algorithm with a complexity that is linear in the total number of tasks. The work is evaluated against existing global energy/feasibility optimal workload allocation formulations. The results illustrate that our algorithms are both feasibility optimal and energy optimal for both implicit and constrained deadline tasksets. Specifically, our algorithm can achieve up to 40% energy saving for some simulated tasksets with constrained deadlines. The benefit of our formulation compared with existing work is that our algorithms can solve a more general class of scheduling problems due to incorporating a scheduling dynamic model in the formulations and allowing for a time-varying speed profile. Moreover, our algorithms can be applied to both online and offline scheduling schemes.

Bulat Khusainov, Eric C. Kerrigan, Andrea Suardi et al.

We propose an implementation of an interior-point-based nonlinear predictive controller on a heterogeneous processor. The workload can be split between a general-purpose CPU and a field-programmable gate array to trade off the contradicting design objectives of control performance and computational resource usage. A new way of exploiting the structure of the KKT matrix yields significant memory savings. We report an 18x memory saving, compared to existing approaches, and a 36x speedup over a software implementation with an ARM Cortex-A9 processor. We also introduce a new release of Protoip, which abstracts low-level details of heterogeneous programming and allows processor-in-the-loop verification.

Bulat Khusainov, Eric C. Kerrigan, George A. Constantinides

Model Predictive Control (MPC) is a computationally demanding control technique that allows dealing with multiple-input and multiple-output systems, while handling constraints in a systematic way. The necessity of solving an optimization problem at every sampling instant often (i) limits the application scope to slow dynamical systems and/or (ii) results in expensive computational hardware implementations. Traditional MPC design is based on manual tuning of software and computational hardware design parameters, which leads to suboptimal implementations. This paper proposes a framework for automating the MPC software and computational hardware co-design, while achieving the optimal trade-off between computational resource usage and controller performance. The proposed approach is based on using a multi-objective optimization algorithm, namely BiMADS. Two test studies are considered: Central Processing Unit (CPU) and Field-Programmable Gate Array (FPGA) implementations of fast gradient-based MPC. Numerical experiments show that optimization-based design outperforms Latin Hypercube Sampling (LHS), a statistical sampling-based design exploration technique.

Martin P. Neuenhofen, Eric C. Kerrigan

We present a novel direct transcription method to solve optimization problems subject to nonlinear differential and inequality constraints. We prove convergence of our numerical method under reasonably mild assumptions: boundedness and Lipschitz-continuity of the problem-defining functions. We do not require uniqueness, differentiability or constraint qualifications to hold and we avoid the use of Lagrange multipliers. Our approach differs fundamentally from well-known methods based on collocation; we follow a penalty-barrier approach, where we compute integral quadratic penalties on the equality path constraints and point constraints, and integral log-barriers on the inequality path constraints. The resulting penalty-barrier functional can be minimized numerically using finite elements and penalty-barrier interior-point nonlinear programming solvers. Order of convergence results are derived, even if components of the solution are discontinuous. We also present numerical results to compare our method against collocation methods. The numerical results show that for the same degree and mesh, the computational cost is similar, but that the new method can achieve a smaller error and converges in cases where collocation methods fail.

Michael Cantoni, Farhad Farokhi, Eric C. Kerrigan et al.

A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure of performance, are all separable with respect to the spatial dimension of the underlying cascade of sub-systems, as well as the temporal dimension of the dynamics. By virtue of this structure, the computation cost of an interior-point method for an equivalent quadratic programming formulation of the optimal control problem can be made to scale linearly with the number of sub-systems. However, the complexity of this approach grows cubically with the time horizon. As such, computational advantage becomes apparent in situations where the number of sub-systems is relatively large. In any case, the method is amenable to distributed computation with low communication overhead and only immediate upstream neighbour sharing of partial model data among processing agents. An example is presented to illustrate an application of the main results to model data for the cascade dynamics of an automated irrigation channel.

Yuanbo Nie, Eric C. Kerrigan

We show via examples that, when solving optimal control problems, representing the optimal state and input trajectory directly using interpolation schemes may not be the best choice. Due to the lack of considerations for solution trajectories in-between collocation points, large errors may occur, posing risks if this solution is to be applied. A novel solution representation method is proposed, capable of yielding a solution of much higher accuracy for the same discretization mesh. This is achieved by minimizing the integral of the residual error for the overall trajectory, instead of forcing the errors to be zero only at collocation points. In this way, the requirement for mesh resolution can be significantly reduced, leaving the problem dimensions relatively small. This particular formulation also avoids some of the drawbacks found in the earlier work of integrated residual minimization, leading to more efficient computations.

Mason Thammawichai, Eric C. Kerrigan

Real-time scheduling algorithms proposed in the literature are often based on worst-case estimates of task parameters. The performance of an open-loop scheme can be degraded significantly if there are uncertainties in task parameters, such as the execution times of the tasks. Therefore, to cope with such a situation, a closed-loop scheme, where feedback is exploited to adjust the system parameters, can be applied. We propose an optimal control framework that takes advantage of feeding back information of finished tasks to solve a real-time multiprocessor scheduling problem with uncertainty in task execution times, with the objective of minimizing the total energy consumption. Specifically, we propose a linear programming based algorithm to solve a workload partitioning problem and adopt McNaughton's wrap around algorithm to find the task execution order. The simulation results illustrate that our feedback scheduling algorithm can save energy by as much as 40% compared to an open-loop method for two processor models, i.e. a PowerPC 405LP and an XScale processor.

Mason Thammawichai, Eric C. Kerrigan

We present a number of novel algorithms, based on mathematical optimization formulations, in order to solve a homogeneous multiprocessor scheduling problem, while minimizing the total energy consumption. In particular, for a system with a discrete speed set, we propose solving a tractable linear program. Our formulations are based on a fluid model and a global scheduling scheme, i.e. tasks are allowed to migrate between processors. The new methods are compared with three global energy/feasibility optimal workload allocation formulations. Simulation results illustrate that our methods achieve both feasibility and energy optimality and outperform existing methods for constrained deadline tasksets. Specifically, the results provided by our algorithm can achieve up to an 80% saving compared to an algorithm without a frequency scaling scheme and up to 70% saving compared to a constant frequency scaling scheme for some simulated tasksets. Another benefit is that our algorithms can solve the scheduling problem in one step instead of using a recursive scheme. Moreover, our formulations can solve a more general class of scheduling problems, i.e. any periodic real-time taskset with arbitrary deadline. Lastly, our algorithms can be applied to both online and offline scheduling schemes.

Ian McInerney, Eric C. Kerrigan, George A. Constantinides

We present a framework for upper bounding the number of iterations required by first-order optimization algorithms implementing constrained LQR controllers. We derive new bounds for the condition number and extremal eigenvalues of the primal and dual Hessian matrices when the cost function is scaled. These bounds are horizon-independent, allowing for their use with receding, variable and decreasing horizon controllers. We considerably relax prior assumptions on the structure of the weight matrices and assume only that the system is Schur-stable and the primal Hessian of the quadratic program (QP) is positive-definite. Our analysis uses the Toeplitz structure of the QP matrices to relate their spectrum to the transfer function of the system, allowing for the use of system-theoretic techniques to compute the bounds. Using these bounds, we can compute the effect on the computational complexity of trading off the input energy used against the state deviation. An example system shows a three-times increase in algorithm iterations between the two extremes, with the state 2-norm decreased by only 5% despite a greatly increased state deviation penalty.

Luke Rickard, Paola Falugi, Eric C. Kerrigan

Distributed energy systems with prosumers require new methods for coordinating energy exchange among agents. Coalitional control provides a framework in which agents form groups to cooperatively reduce costs; however, existing bottom-up coalition-formation methods typically require full information sharing, raising privacy concerns and imposing significant computational overhead. In this work, we propose a limited information coalition-formation algorithm that requires only limited aggregate information exchange among agents. By constructing an upper bound on the value of candidate coalitions, we eliminate the need to solve optimisation problems for each potential merge, significantly reducing computational complexity while limiting information exchange. We prove that the proposed method guarantees cost no greater than that of decentralised operation. Coalition strategies are optimised using a distributed approach based on the Alternating Direction Method of Multipliers (ADMM), further limiting information sharing within coalitions. We embed the framework within a model predictive control scheme and evaluate it on real-world data, demonstrating improved economic performance over decentralised control with substantially lower computational cost than full-information approaches.

Eduardo M. G. Vila, Eric C. Kerrigan, Paul Bruce

This paper presents a pseudo-spectral method for Dynamic Optimization Problems (DOPs) that allows for tight polynomial bounds to be achieved via flexible sub-intervals. The proposed method not only rigorously enforces inequality constraints, but also allows for a lower cost in comparison with non-flexible discretizations. Two examples are provided to demonstrate the feasibility of the proposed method to solve optimal control problems. Solutions to the example problems exhibited up to a tenfold reduction in relative cost.

Benjamin Biggs, Ian McInerney, Eric C. Kerrigan et al.

The growing proliferation of FPGAs and High-level Synthesis (HLS) tools has led to a large interest in designing hardware accelerators for complex operations and algorithms. However, existing HLS toolflows typically require a significant amount of user knowledge or training to be effective in both industrial and research applications. In this paper, we propose using the Julia language as the basis for an HLS tool. The Julia HLS tool aims to decrease the barrier to entry for hardware acceleration by taking advantage of the readability of the Julia language and by allowing the use of the existing large library of standard mathematical functions written in Julia. We present a prototype Julia HLS tool, written in Julia, that transforms Julia code to VHDL. We highlight how features of Julia and its compiler simplified the creation of this tool, and we discuss potential directions for future work.

Mason Thammawichai, Sujit P. Baliyarasimhuni, Eric C. Kerrigan et al.

Mobile agent networks, such as multi-UAV systems, are constrained by limited resources. In particular, limited energy affects system performance directly, such as system lifetime. It has been demonstrated in the wireless sensor network literature that the communication energy consumption dominates the computational and the sensing energy consumption. Hence, the lifetime of the multi-UAV systems can be extended significantly by optimizing the amount of communication data, at the expense of increasing computational cost. In this work, we aim at attaining an optimal trade-off between the communication and the computational energy. Specifically, we propose a mixed-integer optimization formulation for a multi-hop hierarchical clustering-based self-organizing UAV network incorporating data aggregation, to obtain an energy-efficient information routing scheme. The proposed framework is tested on two applications, namely target tracking and area mapping. Based on simulation results, our method can significantly save energy compared to a baseline strategy, where there is no data aggregation and clustering scheme.