constraining. As a consequence the complete descrip-
tion of the infeasibility is obtained.
Remark: the presence of rays and lines in the set
of generators doesn’t imply that the infeasibility is
avoided. The feasibility is strictly related with the ex-
istence of valid parameterized vertices for the given
value of the parameter (state) vector.
The vertices of the feasible domain cannot be
expressed as convex combinations of other distinct
points and, due to the fact that from the MPC point
of view, they represent sequences of control actions,
one can interpret them in terms of extremal perfor-
mances of the controlled system (for example in the
tracking applications the maximal/minimal admissi-
ble setpoint (Olaru and Dumur, 2005)).
3 TOWARDS EXPLICIT
SOLUTIONS
In the case of sufficiently large memory resources,
construction of the explicit solution for the multipara-
metric optimization problem can be an interesting al-
ternative to the iterative optimization routines. In this
direction recent results where presented at least for
the case of linear and quadratic cost functions (see
(Seron et al., 2003),(Bemporad et al., 2002),(Good-
win et al., 2004),(Borelli, 2003),(Tondel et al., 2003)).
In the following it will be shown that a geometrical
approach based on the parameterized polyhedra can
bring a useful insight as well.
3.1 Linear Cost Function
The linear cost functions are extensively used in con-
nection with model based predictive control and espe-
cially for robust case ((Bemporad et al., 2001), (Ker-
rigan and Maciejowski, 2004)). In a compact form,
the multiparametric optimization problem is:
k
u
∗
(x
t
) = min
k
u
f
T
k
u
subject to A
in
k
u
≤ B
in
x
t
+ b
in
(11)
The problem deals with a polyhedral feasible do-
main which can be described as previously in a dou-
ble representation. Further the explicit solution can
be constructed based on the relation between the pa-
rameterized vertices and the linear cost function (as in
(Leverge, 1994)). The next result resumes this idea.
Proposition: The solution for a multiparametric
linear problem is characterized as follows:
a) For the subdomain ℵ ∈R
n
where the associated
parameterized polyhedron has no valid parameterized
vertex the problem is infeasible;
b) If there exists a bidirectional ray l such that
f
T
l 6= 0 or a unidirectional ray r such that f
T
r ≤ 0,
then the minimum is unbounded;
c) If all bidirectional rays l are such that f
T
l = 0
and all unidirectional rays r are such that f
T
r ≥ 0
then there exists a cutting of the parameters in zones
where the parameterized polyhedron has a regular
shape
j=1...ρ
R
j
= R
n
−ℵ. For each region R
j
the
minimum is computed with respect to the given lin-
ear cost function and for all the valid parameterized
vertices:
m
(x) = min
f
T
v
i
(x)|v
i
(x) vertex of P (x)
(12)
The minimum m
(x) is attained by constant subsets
of parameterized vertices of
P (x) over a finite num-
ber of polyhedral zones in the parameters space R
ij
(∪R
ij
= R
j
). The complete optimal solution of the
multiparametric optimization is given for each R
ij
by:
S
R
ij
(x) = conv.hull
{
v
∗
1
(x),...,v
∗
s
(x)
}
+
+ cone
{
r
∗
1
,...,r
∗
r
}
+ lin.spaceP(p)
(13)
where v
∗
i
are the vertices corresponding to the mini-
mum m
(x) over R
ij
and r
∗
i
are such that f
T
r
∗
i
= 0
This result provides the entire family of solutions
for the linear multiparametric optimization, even for
the cases where this family is not finite (for example
there are several vertices attaining the minimum).
Remark: For the regions of the parameters space
characterized by the case (a), the set of constraints
cannot be fulfilled and the feasible domain is empty.
Remark: If the solution of the optimization prob-
lem is characterized by the case (b), then the control
law based on such an optimization is not well-posed
as the optimal control action needs an infinite energy
in order to be effectively applied.
Remark: Due to the fact that the parameterized
vertices have a linear dependence on the parameter
vector, the explicit solution will be piecewise lin-
ear. However, the solution is not unique as it can be
seen from the case (c) and equation (13) and thus for
the practical control purposes a continuous piecewise
candidate is preferred, eventually by minimizing the
number of partitions in the parameters space.
3.2 Quadratic Cost Function
The case of a quadratic const function is one of the
most popular at least for the linear MPC. The ex-
plicit solution based on the exploration of the param-
eters space ((Bemporad et al., 2002), (Borelli, 2003),
(Tondel et al., 2003)) is extensively studied lately.
Alternative methods based on geometrical arguments
or dynamical programming ((Goodwin et al., 2004),
EXPLICIT PREDICTIVE CONTROL LAWS - On the Geometry of Feasible Domains and the Presence of Nonlinearities
73