Analysis of unconstrained NMPC schemes with incomplete optimization

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Grüne, Lars ; Pannek, Jürgen:
Analysis of unconstrained NMPC schemes with incomplete optimization.
Bayreuth , 2010

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Abstract

We analyze nominal NMPC schemes without stabilizing terminal constraints in which the online optimization is terminated prior to convergence to the optimum. We state a new stability based termination criterion for nonlinear optimization methods and give conditions for stability and performance estimates. Additionally we present a numerical simulation to illustrate our results.