Nonlinear model predictive control for systems with autonomous state jumps using a penalty function method

Abstract

In this paper, we propose a real-time algorithm of nonlinear model predictive control for systems with state jumps based on the C/GMRES method. Applying a standard numerical solution method directly to an optimal control problem with state jumps is generally difficult because of additional constraints associated with the state jumps. We introduce a penalty function method to avoid these difficulties. We demonstrate the effectiveness of the proposed method using a numerical simulation of a compass-like biped walking robot.