Which method is used in the Matlab nonlinear mpc (nmpc) to transform the Optimal Control Problem (OCP) to a Nonlinear Problem (NLP)?

Hello,

For my masters thesis I'd like to know which method is used in the matlab nonlinear mpc to transform the optimal control problem to a nonlinear problem.

Would this be a single shooting method, multiple shooting method, direct colloccation etc.

From the documentation it wasn't clear to me what is used.

Thanks in advance

[Ouali]

"The sparse formulation is the default used by Model Predictive Control Toolbox™ for nonlinear MPC problems (when fmincon is used as a solver)." From MathWorks documentation.

Sparse formulation = multiple-shooting formulation.

https://fr.mathworks.com/help/mpc/ug/configure-optimization-solver-for-nonlinear-mpc.html

Answer 1

[ly w]

I think it is multiple shooting method, you can found this through the code in line 216-243 of nlmpc_confun.m. You can view this file using

edit nlmpc_confun