FEASIBLITY ANALYSIS OF CONSTRAINED PREDICTIVE CONTROL

S. OLARU, D. DUMUR

Supélec, Control Department, Plateau de Moulon, 3 rue Joliot-Curie

F 91 192 Gif sur Yvette Cedex, France

Abstract: Model predictive control (MPC) has the ability to explicitly handle inequality
constraints on process variables due to its time-domain formulation. However, the
controller is not available off-line, leading to a nonlinear control law. This paper
examines the stability in the MPC framework viewed as consequences of the feasibility
of the constrained predictive law. If the current results in the literature deal with on-line
feasibility conditions, this paper is providing tuning rules and performance analysis
based on off-line prediction of infeasibility.

Keywords: Constrained Predictive Control, Feasibility, Stability.

1. INTRODUCTION lead to infeasibility. As mentioned in some studies,

Model predictive control (MPC) earns industrial
acceptance due to its ability to provide improved
control performances and the capacity to explicitly
handle inequality constraints on process variables.
This comes from the main feature of the predictive
law, the time-domain formulation. As a matter of
fact, constraints on variables are nonlinearities which
have to be taken into consideration because they
alienate the optimal control action provided in the
unconstrained case, resulting in degraded closed-loop
performances and stability problems. The controller
expression in the general case is available only on-
line leading to a nonlinear control law.
Model based predictive control is based on simple
step response or transfer function models and the
stability in this framework is a sensitive aspect. The
processes are subject to operational constraints which
force some variables to lie within certain regions and
the resulting nonlinear controller expression further
complicates the fulfilment of the stability and
performance objectives of predictive control scheme.
Even if it can be shown that stable controllers exist
for some classes of models, a general condition may
the compatibility of the constraints is a major area of
interest in predictive control, related to the problem
of infeasibility. The cause of this behaviour can be
the problem description which may be intrinsically
unfeasible, an unexpectedly large disturbance, ill
conditioning of the problem or a big difference
between the real plant and the model.
As a consequence, an analysis of this infeasibility
phenomenon is of crucial interest. Current results in
the literature only deal with on-line infeasibility
conditions. The main contribution of this paper is to
provide off-line prediction of infeasibility, depending
of the tuning parameters and for a particular class of
setpoints. Techniques to avoid infeasibility are
examined and the theoretical developments are
validated considering predictive control of the
velocity of an induction motor.
The paper is organized as follows: Section 2
describes the constrained receding horizon predictive
control formulation. Section 3 is dedicated to
stability and the inherent relationship with the
feasibility. Section 4 examines the optimization
domain in order to obtain an off-line prediction of
infeasibility. Section 5 presents the tuning rules
applied in the case of an induction motor. Finally,
Section 6 gives some concluding remarks.
2. CONSTRAINED RECEDING HORIZON
PREDICTIVE CONTROL
The starting point of this study is the CARIMA
model as an input/output description of a system:
−1 −1 C ( q −1 )ξ(t )
A( q ) y (t ) = B ( q )u (t −d ) +
∆( q −1 )
(1)
where u, y are the system input and output
respectively, ξ(t ) represents a centered gaussian
white noise, d the system time delay, A and B are
polynomials in q −1 (the backward shift operator)
and ∆(q −1 ) =1 −q −1 the difference operator.
The constrained predictive control philosophy is
summarized in Figure 1.
N u the control horizon, λ a control weighting
factor and w the setpoint. The advantage of this
procedure is that it provides an equivalent
polynomial controller even if the stability is
reinforced by adding m terminal equality
constraints (Clarke and Scattolini, 1991):
yˆ (t + N 2 + j ) = w(t + j ) for j = 1,  , m
(5)
The control law is derived through analytical
minimization of the previous cost function and may
be structured under the RST form.
All these nice properties have to be reanalyzed when
other operational constraints are to be taken into
consideration. The control law may become unstable
because of the addition to the control objective of an
unfortunate constraint on the control update, e.g.:
∆u min ≤ ∆u (t + j − 1) ≤ ∆u max for j = 1,  , N u
An unified framework for the description of
constraints is described as follows:

 −1 −1
 Aγ (q ) γ (t ) = Bγ (q ) u (t − d )

γ min ≤ γ (t + j t ) ≤ γ max , N c1 ≤ j ≤ N c 2

(6)

w
Fig. 1. Constrained predictive controller principle
Based on the model mentioned earlier and following
the ideas of GPC (Generalized Predictive Control) Controller
N c1 and N c 2 represent the constraints horizon
and can be different from the prediction horizon (
N1, N 2 ) or postulated control horizon N u . This

+
(Clarke, et al., 1994) an optimal j-step ahead predict-
tor can be constructed:
description form allows the consideration of all types
of constraints rising from operational restriction or


−1

−1 -

imposed by stability considerations, e.g. equality
yˆ (t + j ) = F j ( q ) y (t ) + H j ( q ) ∆u (t −1) + constraints on the output for m instants at the end of
the prediction horizon, inequality constraints on the
free response output, inequality constraints on the control action,
+ G j ( q −1 ) ∆u (t + j −1) inequality constraints on the control increments.
   

Model based
forced response
(2) 3. STABILITY AND FEASIBILITY

where the F j , G j , H j polynomials are solutions The constraint predictive law minimizes a cost
function in the control vector ∆u defined on a
of the Diophantine equations:
constrained
∆(q −1 ) A(q −1 ) J j (q −1 ) + q − j F j (q −1 ) = 1
domain described by a linear inequalities system. The
domain for the solution of this quadratic program can
be either a nonempty or empty convex set. The

predictive
−1 −j −1 −1 −1
G j ( q ) + q H j ( q ) = B ( q ) J j (q )
assumption of feasibility is equivalent with the fact

Predic
(3) that this domain is non empty. It was shown that a
close relationship exists between feasibility and

controller
The closed loop stable behaviour is achieved by
applying the first control action of the sequence stability of closed loops with constrained predictive
which minimizes a quadratic cost function: control (The stability is related to BIBO definition;
the possibility of non damped harmonics remains and
more refined stability results may be applied). If
N2 Nu studies start with the feasibility assumption, results
J = ∑ [ w(t + j ) − yˆ (t + j )] 2 + λ [ ∆u (t + j −1)concerning
∑ ]2 stability are somehow direct when infini-
j =N1 j =1 te or pseudo-infinite constraint horizons are used.
(4) Note that stability as a consequence of feasibility
assumes the absence of disturbances. In case of
subject to ∆u (t + j ) = 0 for j ≥ N u . N1 , N 2
disturbances, they must not alienate feasibility.
are the minimum and maximum costing horizon,
Consider an open loop stable system with upper and
lower bounds on any constrained variable γ(t )
corresponding to a minimum phase system of Eq. 6.
For any setpoint keeping the feasibility assumption
alive, the quantities u , ∆u or y remain in a close
set implying BIBO stability (Scokaert and Clarke,
1994a). Some difficulties may appear when the
constraints are stated to a non-minimum phase
variable γ(t ) . This is because constraining this
variable in its transient period leads to instability as
the feasibility demands an “inverse” control action
and on a long-term creates a snowball effect driving
the control action and the entire system unstable. The
problem is important when the constrained variable is
disturbed, and can be overcome by modifying the
constraint horizons. From the precedence point of
view, when the constraint horizon is long enough, the
infeasibility will precede the instability. As an
example, consider a non-minimum phase system
under the constraint −0.3 ≤ y ≤1 and a step
setpoint:
(1 − q −1 + 0.25 q −2 )γ (t ) =
( −0.25 − 0.25 q −1 + 0.75 q −2 )u (t )
(7)
For a constraint prediction horizon of a single step
iteration N c1 = N c 2 = 1 , the closed loop system is
feasible but unstable as shown in Figure 2.
Fig. 2. Unstable behaviour for feasible control law.
Increasing the constraint prediction horizon,
N c 2 = 6 , infeasibility is signalled at the 6th
iteration confirming the fact that if the horizon is
long enough infeasibility is preceding instability. If
by off-line analysis the infeasibility is predicted, then
rules for choosing the constraint horizon can be
inferred to achieve feasibility. Figure 3 presents the
simulations for N c1 = 1 and N c 2 = 12 . Further,
feasibility implies the stability of the control law. □
Fig. 3. Feasibility and stability.
With unstable open loop systems, the problem is
much more complicated but there are motivations to
think that if all manipulated signals are restricted to
compact sets and a pseudo-infinite upper constraint is
used, the infeasibility is preceding the instability.
This argument clears the demarcation between two
distinct kinds of problems: feasible and stable against
unfeasible and unstable. If the set of constraints is
chosen in the sense of a pseudo-infinite prediction
horizon, the frontiers of feasible and stable control
laws is strict. In counterpart even if infeasibility does
not mean directly instability, it may be considered as
harmful. In this case, special strategies must be taken
in consideration in order to continue control and this
procedure is to be avoided. So, when dealing with
feasibility, one has to inspect first the optimization
domain represented by a polyhedron in the N u
dimensional space. In the case of pseudo-infinite
constraint horizons, this polyhedron is defined by the
end-point equalities and the inequality constraints
and should be non-empty to consider the quadratic
problem as feasible. It is however possible that some
of the constraints conflict and become incompatible.
The following sections will treat extensively the
feasibility problem. Distinguish at the beginning, as
in (Scokaert and Clarke, 1994b):
– Type I infeasibility: caused by an incompa-
tibility between inequality constraints,
– Type II infeasibility: caused by an incompa-
tibility between the end-point equality, the
system dynamics and inequality constraints.
More difficult is the type II infeasibility because it
arises when the end-point equalities are employed for
stability reasons and conflict with the system
dynamics and the other inequality constraints. A first
consequence is that the setpoint may interfere with
the constraints definitions. Even if this new problem
can not be treated off-line extensively we can
however made some considerations. Notice that for a
given set of inequality constraints, a step setpoint can
always be found such that equality constraint at the
end of the prediction horizon generates infeasibility.
Theorem 1: A CRHPC control law with inequality
constraints for a system with a step setpoint starting
at time t is feasible at each instant t +k if:
i) The problem is feasible at instant
t;
ii)
m ≥ n a = deg( A) −1; N u ≤ N 2 +1 + d
Proof: Consider the optimal control sequence at
instant t:
k u = { ∆u (t + j −1 / t )}, j = 1,  , N u , obtained
by minimization of the cost function Eq. 4 under the
constraints stated in Eq. 6. If the problem is feasible
at instant t , the optimal control sequence k u is
available. Consider the suboptimal control vector:
k u ∗ = { ∆u (t + j − 1 / t )} , j = 2,  , N u (8)
Without disturbances, all predictions of the constraint
variables satisfy:
γ (t + j / t +1) = γ (t + j / t )
This mean that all the constraints are satisfied for
k u ∗ . In the same manner if the control actions
postulated at time t +1 is k u ∗ , the output
y (t + j / t +1) = y (t + j / t ) .
missing the generality and have to be avoided. The
output y, even if linked to the input sequence k u ,
(9) will thus be present in the matrix form of the
constraint as an unknown variable. Its freedom is
limited by the dynamic constraints. This means that
the new variables vector is:

 ∆ u1,,∆ uNu, yN1,, 

predictions are:
These predictions have to satisfy the equality
constraints at the end of the prediction horizon. As
the sequence k u ∗ is inherited from k u , it
automatically satisfies:
y (t + N 2 + j / t +1) = w(t + N 2 ), j = 1,  m
ku =   (13)
(10)
where w represents the step setpoint magnitude. At
next instant, these terms do not represent constraints
y
 2 2 N2 + m  N , y N + 1,, y
anymore, but as the prediction horizon is moved one
step forward, Eq. 10 must be considered at next
instant. But with Eq. 1:
The dynamic constraints can be resumed by:
−1
∆A(q ) y (t + N 2 + m +1 / t +1) = i
q −d
∆B(q −1
) u (t + N 2 + m +1 / t +1) y (t + i ) = ∑g k ∆u (t + i − k ) + l (t + i )
(11) k =1
l (t + i ) = Fi ( q −1 ) y (t ) + H i (q −1 ) ∆u (t −1)
The system is proper and the degrees of the A and B
(14)
polynomials are less or equal to m . As the
constraints are satisfied for the previous m instants, The g k coefficients represent the step response
all the quantities ∆u and ∆y are zero. Thus: coefficients filling the G and G c matrices
appearing in the matrix form of the predictors,
respectively between N 1 and N 2 and N 2 +1
∆y (t + N 2 + m +1 / t +1) = 0 ⇒ and N 2 + m . l (t +i ) values are independent of
y (t + N 2 + m + 1 / t +1) = y (t + N 2 + m / t +1) the future control actions and in consequence known
= y (t + N 2 + m / t ) = w(t + N 2 + m) at each optimization step. If the analysis is performed
off-line, l (t +i ) will take values concordant with
(12)
the system history. Together with these equality
As the setpoint is assumed to be constant, all the constraints, the constraints on the control increments
conditions are fulfilled for the suboptimal sequence and on the output are natural. The constraints on the
k u ∗ as feasible solution for the control law at instant control action (or any other auxiliary constraints) can
t +1 . By induction if a feasible sequence k u be restated in an input update description and
exists at instant t +k , it can be proved in a similar included in a matrix form (Ehrlinger, et al., 1996):
way that a feasible sequence exists for the instant
t +k +1 , thus the CRHPC law being feasible at 1 0  0 ∆u1 
any instant. □
1 1 0  ∆u 
u min ≤  2 
≤ u max
4. CONSTRAINTS ANALYSIS  1  0   (15)
  
4.1. Constraints in a matrix form 1  1 1∆u Nu 
   
The constraints formalism described in the previous Q ∆u
section must be moved to a matrix form for the
Even if the setpoint equality constraints are explicitly
optimization domain analysis. The minimization of
excluded in this domain analysis, the stability
the quadratic cost function Eq. 3 is operating in the conditions that induce them can be however retained.
space
[ of future
] control actions
ku = ∆u1,  , ∆u Nu . The feasibility is in direct This means the condition Eq. 5 can be structured as:
relationship with the desired setpoint. When
analyzing the feasibility, an entire family of setpoints
is considered in order to infer upper and lower
bounds on the reference trajectory. This means that
all the constraints implying specific setpoint are
 considers the constraints as a mixed system of linear

 1 − 1 0  0   (ty + N2 + 1)   0
equations and inequalities
{x Aeq x = Beq ; Ain x ≤bin }defining a
polyhedron P which can further be expressed by its
dual representation:

 0 1 − 1 0   (ty + N + 2)   0
P = conv.hull{ x1, , xv } +
+ cone{ y1, , yr } + lin.spaceP
(18)

  2 =  
where conv.hullX denotes the set of all convex
combinations of points in X, coneY denotes
nonnegative combinations of unidirectional rays and
lin.spaceP represents a linear combination of bi-
directional rays. It can be rewritten as:

     0      
v r l
P = ∑λi x i + ∑γ i y i + ∑µi z i
(16) i =1 i =1 i =1
v (19)

    
0 ≤ λi ≤ 1, ∑λi = 1 , γ i ≥ 0 , ∀µi
i =1

00 1−1  (ty +N 2+ m)  0

Type I infeasibility can be checked by passing the
system of constraints by Chernikova algorithm which
finds the dual representation of the optimization
domain (Le Verge, 1992). Consider as an example:

4q −1 + 6.743 q −2
H ( q −1 ) =
1 − 0.82 q −1 − 0.16 q −2 − 0.017 q −3

J yc −1 ≤ ∆u i ≤ 0.1 1 ≤ i ≤ N u
−1 ≤ u i ≤1 1 ≤ i ≤ N u
−5 ≤ y i ≤ 5 N1 ≤ i ≤ N 2
(20)
With these particular descriptions, a feasibility
All this requires the constrained variables set
domain for a system under all types of constraints is: θ = [∆u1  ∆u Nu y N1  y N 2 ] . With N u = 3
  G − I 0  ∆u   − l  , N 1 = 1 , N 2 = 6 , the dual representation of this
     is a six points convex hull given in Figure 4.
 G c 0 − I   y  = − l c  θ1=[32 32 -139 128 576 628 -186
  0 0 J   y c   0  -893 -1600]/320
     θ2=[32 32 -39 128 576 1028 1214
 Aeq θ Beq 1407 1600]/320

∆u   I 0 0 ∆u  (17) θ3=[-22 49 49 -88 -112 376 1109
 y   0 I 0 ∆u   y  1815 2450]/490
  ≤   y  ≤   θ4=[40 -31 40 160 436 646 1127
0 0 I    y c 
1528 2000]/400

 yc  
 
y c    θ5=[-122 49 49 -488 -1512 -1924 -2091
   -2185 -2450]/490
u Q 0
     θ0 
u 
θ6=[40 -131 40 160 36 -754 -1173

 bi Ai bs -1672 -2000]/400

[ ]'
with y = y N1 ,  , y N 2 , x and x the upper
and lower bounds of the respective variables. When
the domain is totally determined a specific setpoint
will be compared with the reference trajectory
bounds in order to check its feasibility.
4.2.Type I infeasibility
Type I infeasibility is easy to check by inspection of
the inequalities or system dynamics. A possible way
Fig. 4. Convex hull computed by POLYLIB
The same system under some unfortunate constraints
like 2 ≤ y i ≤ 5 N1 ≤ i ≤ N 2 will return an empty
domain which means infeasibility of the constraint
predictive problem whatever the setpoint is.
4.3.Type II infeasibility for step input response
Section 4.2 has proposed a technique to determine a
type I feasible domain (a polyhedron equivalent to
the set of constraints). This convex set is providing a presented in section 4.2 provides the results of Figure
starting point for type II infeasibility analysis. It tries 5, displaying the setpoint magnitude as a function of
to find an upper (resp. lower) bound for feasible step m, N u and N 2 .
setpoints. Section 3 has shown that all feasible steps
at initial instant preserve this property for all further
time instants. Thus the bounds of the feasible step
setpoints are determined as a linear program in the
type I feasible domain. As noticed in (Le Verge,
1992), the algorithm finding the dual representation
of a polyhedron is used to find the set of all solutions
Fig. 5. Feasible step setpoints.
to a linear programming problem, in our case:
The evolution of the upper bounds for the feasible
  step setpoints is presenting important differences in
 
max [0 0 1] θ Aeq θ =B eq ; bi ≤ Ai θ ≤b s  the case m = 1 and m = 2 compared with
  

 c 
 m > 2 . A closer look will reveal that whatever the
(21) choice of parameters N u and N 2 is, the
monotonicity of the feasible steps with respect to
Three cases may arise: 1) if the associated poly-
N 2 is lost as long as m < n a ( n a = 3 in the
hedron is empty, the problem is infeasible; 2) if there
example). This is an impor-tant aspect because in
exists a bi-directional ray z such that c z ≠ 0 or a
real-time applications, N u is kept as low as
unidirectional ray y such that c y > 0 , then the
possible and the real tuning parameter is N 2 .
maximum is unbounded; 3) if all bi-directional rays z
Adding to this the fact that, as shown in Theorem 1,
are such that c z =0 and all unidirectional rays y
for step setpoints the feasibility proper-ties are
are such that c y ≤ 0 , then the maximum is defined
inherited for all future instances if m ≥ n a , gives a
by max {c x x vertex of P} , and the set of
first result for the best control parameters.
solutions is:

{ } { }
G c is a ( m × N u ) matrix with rank strictly
P = conv .hull x11,  , x1v + cone y11,  , y1r + lin .related
spaceP with n a . which means that equality
1 constraints at the end of the prediction horizon are
where x1 are the vertices attaining this maximum
effective only for:
and y1 are such that cy 11 = 0 . This result is used
1

in the dedicated libraries but in case of fear m ≤ min( na + 1, N u ) (23)

prediction horizon Matlab active-set routines can be
used with an initial point inside the polyhedron Eq.
18.
It can be noticed that step setpoints starting from a
non-zero steady level can induce feasibility boun-
daries similar to the zero-level ones. This level will
interfere only in the free response. All the control
increments are initially zero and only the first term
occurs. If the starting level is zero then l = l c = 0 .
5. APPLICATION TO AN INDUCTION MOTOR
As an illustration of the possible applications of the
feasibility analysis, consider the identified induction
motor ( Te = 4 ms ) described by the polynomials:
This new information leads to m ∈{n a , n a + 1}
and N u ≥ m . The second rule is intrinsic because
m represents the number of equality constraints and
N u the number of degrees of freedom.
All further considerations have to be made in
relationship with the desired step amplitude. Figure
6a represents the upper and lower bounds of the step
setpoints when the constraint for performances
y ≤0.01 w (1% for poor overflow) is added and
with the control parameters m=4,
N u = 8,  ,19 , N 2 = 7,  ,19 while
N 2 ≥ N u −1 . In order to benefit of the
consequences of theorem 1 the combinations with
N u > N 2 + 1 are ignored.

A(q −1 ) =1 −1.062 q −1 +0.2046 q −2 −0.1426 q −3

B (q −1 ) = 4.1393 q −1 +5.2901 q −2
(22)
under the constraints ∆u ≤1; u ≤5 .
The type I feasibility is not rising problems, the
optimization domain being always non-empty as long Fig. 6. Feasible increasing (left a) step setpoints or
as N u > m . If the type I feasibility is assured, it can decreasing (right b) step setpoints.
be focused on the specific setpoint, tuning the
predictive control in order to satisfy the constraints For example a 200 rad/s step setpoint is feasible
specifications. Following the theoretical aspects for combinations of N u = 11,  ,19 and
 N 2 = 12 ,  ,19 . Trying to avoid at maximum the
computational time a good choice seems to be
N u = N 2 = 12 . If the soft constraint is ignored, the
upper bound for step references would be
w = 228 .0668 . This value can represent a
measure of the feasibility robustness. Similar
procedure can be adopted for decreasing step
setpoint, leading to Figure 6b.
Fig. 7. Step response of the induction motor.
Finally, the closed loop step response with the above
GPC tuning parameters and λ = trace (G ′G ) , and
satisfying constraints is given in Figure 7.
The predictive controller can be tuned also for a
pulse setpoint. Lower bounds for feasible steps have
thus to be computed starting from a steady-level
corresponding to the upper front of the pulse (
200 rad/s for the example). With the considered
soft constraint y ≤202 , a decreasing step starting
at 200 rad/s with amplitude −400 rad/s
requires the tuning N u = N 2 = 16 (Figure 6b). All
computation presented earlier have been computed
off-line and even if the control sequence is computed
on-line the feasibility is assured together with the
performances derived by the soft constraints. The
stability is also derived from the feasibility as long as
all the manipulated signals are inside compact sets.
The simulation proves the off-line predictions, Figure
8.
The feasibility robustness can be confirmed in the
simulations presented in Figure 9 for the same
controlled system with disturbances.
Fig. 8. Pulse response of the controlled induction
motor – Parameters coming from feasibility analysis.
Fig. 9. Pulse response in case of disturbances.
6. CONCLUSIONS
This paper analyses the feasibility problems in the
case of constrained receding horizon predictive
control in the presence of inequality constraints on
process variables provided by operational restriction
or by requested performance. The stability of the
control law is seen as a consequence of the feasibility
of the quadratic program to be solved. The analysis is
performed through a polyhedral domains approach
and exploits the duality of such representations. The
class of step references is studied inferring upper and
lower bounds for the feasible setpoints. The main
result of such an analysis is the possibility of an off-
line tuning of the predictive control parameters in
such a way that the system response can inherit
stability and robustness properties from the
feasibility assumptions.
REFERENCES
Clarke, D.W., C. Mohtadi and P.S. Tuffs, (1987),
Generalised Predictive Control: Part I The Basic
Algorithm, Part II : Extensions and Interpretation,
Automatica, Volume No 23-2, pp. 137-160.
Clarke D. W., R. Scattolini (1991). Constrained
receding-horizon predictive control. IEE Procee-
dings-D, Volume No 138-4, July.
Ehrlinger A., P. Boucher, D. Dumur, Unified
Approach of Equality and Inequality Constraints in
G.P.C. 5th IEEE Conference on Control Applications,
pp. 893-899, Dearborn, September 1996.
Le Verge H. (1992). A note on Chernikova's Algo-
rithm, Technical Report 635, IRISA-Rennes, France.
Scokaert, P., D. Clarke (1994a). Stability and
feasibility in constrained predictive control. In:
Advances in model-based predictive control, pp. 217-
230. Oxford University Press.
Scokaert P., D. Clarke (1994b). Stabilising
properties of constrained predictive control. IEE
Proceedings Control Theory Applications, Vol. 141,
Volume No 5, pp. 295-304, September.