In this paper we demonstrate how multiobjective optimal control problems can be solved by means of model predictive control. For our analysis we restrict ourselves to finite-dimensional control systems in discrete time. We show that convergence of the MPC closed-loop trajectory as well as upper bounds on the closed-loop performance for all objectives can be established if the ‘right’ Pareto-optimal control sequence is chosen in the iterations. It turns out that approximating the whole Pareto front is not necessary for that choice. Moreover, we provide statements on the relation of the MPC performance to the values of Pareto-optimal solutions on the infinite horizon, i.e. we investigate on the inifinite-horizon optimality of our MPC controller.
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Schematic illustration of a Pareto front for two objectives.
Two bicriterion optimization problems with
Step (1) in Algorithm 2.
Accumulated performance of the six objectives (blue) compared to the value of the Pareto optimal control sequence
Trajectories of the six systems (phase plots).
Performance without the constraints in step (1), Algorithm 2.
Trajectories and accumulated performance without terminal constraints using Algorithm 3.
Trajectories and accumulated performance without terminal constraints using Algorithm 4.