A successive convexification approach for robust receding horizon control

Journal article

Abstract:: A novel robust nonlinear model predictive control strategy is proposed for systems with nonlinear dynamics and convex state and control constraints. Using a sequential convex approximation approach and a difference of convex functions representation, the scheme constructs tubes that contain predicted model trajectories, accounting for approximation errors and disturbances, and guaranteeing constraint satisfaction. An optimal control problem is solved as a sequence of convex programs. We develop the scheme initially in the absence of external disturbances and show that the proposed nominal approach is non-conservative, with the solutions of successive convex programs converging to a locally optimal solution for the original optimal control problem. We extend the approach to the case of additive disturbances using a novel strategy for selecting linearization points. As a result we formulate a robust receding horizon strategy with guarantees of recursive feasibility and cloesd loop stability.

Files:: Lishkova_and_Cannon_2025_A_successive_convexification.pdf

(Preview, Accepted manuscript, pdf, 808.5KB, Terms of use)

Language:: English
Keywords:: trajectory

optimal control

convex functions

convergence

stability analysis

computational modeling

nonlinear dynamical systems

additives

training

numerical stability
Pubs id:: 2100722
Local pid:: pubs:2100722
Deposit date:: 2025-03-27

Copyright holder:: IEEE
Notes:: The author accepted manuscript (AAM) of this paper has been made available under the University of Oxford's Open Access Publications Policy, and a CC BY public copyright licence has been applied.

If you are the owner of this record, you can report an update to it here: Report update to this record