Re-write MPC cost function to QP formulation
3 次查看(过去 30 天)
显示 更早的评论
Hello!
I've been trying to make a simple script to re-write the cost function in the usual MPC formulation to the QP formulation used to solve the optmization problem. My code is as follows: (Note its using symbolics toolbox)
xd = xda+gradxda*(x7-thetaka);
yd = yda+gradyda*(x7-thetaka);
x = [x1 x2 x3 x4 x5 x6 x7].';
u = [u1 u2 u3 u4 u5].';
z = [x;u];
e_c = sinx*(x1-xd)-cosx*(x2-yd);
e_l = -cosx*(x1-xd)-sinx*(x2-yd);
Q = [q_c 0; 0 q_l];
J = [e_c;e_l].'*Q*[e_c;e_l] - q_t*x7;
H = hessian(J,z);
c = gradient(J,z);
c = subs(c, z, [0;0;0;0;0;0;0;0;0;0;0;0]);
f = 0.5*z.'*H*z+c.'*z;
isequal(simplify(J), simplify(f))
Should not J and f be equal? The isequal command will yield a logical 0 for me. However I tested it on an example cost function, found here: https://se.mathworks.com/help/optim/ug/quadprog.html#bssh6y6-8 and using that cost function with my above code will yield a logical 1, as I expect. Have I misunderstood the connection between J and f or have I made a coding mistake?
Best regards MC
0 个评论
回答(1 个)
Nicolas Schmit
2017-9-5
J and f are not equal because of the constant term in J. If you take the Taylor expansion of J, you obtain:
J == J(z=0) + gradient(J, z=0)'*z + 1/2* z'*hessian(J, z=0)*z
Thus, f = J - J(z=0), Where J(z=0) = subs(J, z, zeros(size(z)).
The example cost function in the documentation yields a logical 1 because it has no constant term.
You can always remove the constant term from the cost function because it has no impact on the final solution.
0 个评论
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Model Predictive Control Toolbox 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!