Problem formulation and implementation

GRAMPC provides a solver for nonlinear input and state constrained optimal control problems. It is in particular tailored to the application of real-time MPC with a moving or shrinking horizon with focus on a memory and time efficient implementation. Other applications concern the problem of moving horizon estimation and parameter estimation.

This chapter describes the underlying optimization problem and how it can be implemented for a specific application in GRAMPC. In addition, the parameter structure of GRAMPC is introduced.

• Optimization problem and parameters
• Problem implementation
  • Problems involving explicit ODEs
  • Problems with discrete-time systems
  • Problems involving semi-implicit ODEs and DAEs
  • Finite differences and gradient check
  • Example: Ball-on-plate system