Azita Dabiri

Laura Boca de Giuli, Samuel Mallick, Alessio La Bella et al.

This paper presents a model predictive control (MPC) framework leveraging an ensemble of data-based models to optimally control complex systems under multiple operating conditions. A novel combination rule for ensemble models is proposed, based on the statistical Mahalanobis distance, enabling the ensemble weights to suitably vary across the prediction window based on the system input. In addition, a novel state observer for ensemble models is developed using moving horizon estimation (MHE). The effectiveness of the proposed methodology is demonstrated on a benchmark energy system operating under multiple conditions.

Xiaoyu Liu, Dimos V. Dimarogonas, Changxin Liu et al.

This paper presents a novel distributed model predictive control (MPC) formulation without terminal cost and a corresponding distributed synthesis approach for distributed linear discrete-time systems with coupled constraints. The proposed control scheme introduces an explicit stability condition as an additional constraint based on relaxed dynamic programming. As a result, contrary to other related approaches, system stability with the developed controller does not rely on designing a terminal cost. A distributed synthesis approach is then introduced to handle the stability constraint locally within each local agent. To solve the underlying optimization problem for distributed MPC, a violation-free distributed optimization approach is developed, using constraint tightening to ensure feasibility throughout iterations. A numerical example demonstrates that the proposed distributed MPC approach ensures closed-loop stability for each feasible control sequence, with each agent computing its control input in parallel.

Caio Fabio Oliveira da Silva, Azita Dabiri, Bart De Schutter

This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such systems with discrete and continuous decision variables entails the online solution of mixed-integer linear programs, which suffer from the curse of dimensionality. Our approach aims to mitigate this issue by decoupling the decision on the discrete variables from the decision on the continuous variables. In the proposed approach, reinforcement learning determines the discrete decision variables and simplifies the online optimization problem of the MPC controller from a mixed-integer linear program to a linear program, significantly reducing the computational time. A fundamental contribution of this work is the definition of the decoupled Q-function, which plays a crucial role in making the learning problem tractable in a combinatorial action space. We motivate the use of recurrent neural networks to approximate the decoupled Q-function and show how they can be employed in a reinforcement learning setting. Simulation experiments on a microgrid system using real-world data demonstrate that the proposed method substantially reduces the online computation time of MPC while maintaining high feasibility and low suboptimality.

Filippo Airaldi, Bart De Schutter, Azita Dabiri

Unconstrained global optimisation aims to optimise expensive-to-evaluate black-box functions without gradient information. Bayesian optimisation, one of the most well-known techniques, typically employs Gaussian processes as surrogate models, leveraging their probabilistic nature to balance exploration and exploitation. However, Gaussian processes become computationally prohibitive in high-dimensional spaces. Recent alternatives, based on inverse distance weighting (IDW) and radial basis functions (RBFs), offer competitive, computationally lighter solutions. Despite their efficiency, both traditional global and Bayesian optimisation strategies suffer from the myopic nature of their acquisition functions, which focus solely on immediate improvement neglecting future implications of the sequential decision making process. Nonmyopic acquisition functions devised for the Bayesian setting have shown promise in improving long-term performance. Yet, their use in deterministic strategies with IDW and RBF remains unexplored. In this work, we introduce novel nonmyopic acquisition strategies tailored to IDW- and RBF-based global optimisation. Specifically, we develop dynamic programming-based paradigms, including rollout and multi-step scenario-based optimisation schemes, to enable lookahead acquisition. These methods optimise a sequence of query points over a horizon (instead of only at the next step) by predicting the evolution of the surrogate model, inherently managing the exploration-exploitation trade-off in a systematic way via optimisation techniques. The proposed approach represents a significant advance in extending nonmyopic acquisition principles, previously confined to Bayesian optimisation, to the deterministic framework. Empirical results on synthetic and hyperparameter tuning benchmark problems demonstrate that these nonmyopic methods outperform conventional myopic approaches.