Learning Models of Model Predictive Controllers using Gradient Data

Abstract

Abstract This paper investigates the problem of controller identification given the data from a linear quadratic Model Predictive Controller (MPC) with constraints. We propose an approach for learning MPC that explicitly uses the gradient information in the training process. This is motivated by the observation that recent differentiable convex optimization MPC solvers can provide both the optimal feedback law from the state to control input as well as the corresponding gradient. As a proof of concept, we apply this approach to explicit MPC (eMPC), for which the feedback law is a piece-wise affine function of the state, but the number of pieces grows rapidly with the state dimension. Controller identification can here be used to find an approximate low complexity functional approximation of the controller. The eMPC is modelled using a Neural Network (NN) with Rectified Linear Units (ReLUs), since such NNs can represent any piece-wise affine function. A key motivation is to replace on-line solvers with neural networks to implement MPC and to simplify the evaluation of the function in larger input dimensions. We also study experimental design and model evaluation in this framework, and propose a hit-and-run sampling algorithm for input design. The proposed algorithms are illustrated and numerically evaluated on a second order MPC problem.