A novel trajectory optimization algorithm for continuous-time model predictive control

Abstract: This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying optimal control problem (OCP) are a linear time-invariant system, quadratic instantaneous and terminal cost functions, and convex path constraints. The thrust of the method involves finitely parameterizing the admissible space of control trajectories and solving the OCP satisfying the given constraints at every time instant in a tractable manner without explicit time-discretization. The ensuing OCP turns out to be a convex semi-infinite program (SIP), and some recently developed results are employed to obtain an optimal solution to this convex SIP. Numerical illustrations on some benchmark models are included to show the efficacy of the algorithm.