Controlled invariant feasibility - A general approach to enforcing strong feasibility in MPC applied to move-blocking

Strong feasibility of MPC problems is usually enforced by constraining the state at the final prediction step to a controlled invariant set. However, such terminal constraints fail to enforce strong feasibility in a rich class of MPC problems, for example when employing move-blocking. in this paper a generalized, least restrictive approach for enforcing strong feasibility of MPC problems is proposed and applied to move-blocking MPC. The approach hinges on the novel concept of controlled invariant feasibility. Instead of a terminal constraint, the state of an earlier prediction step is constrained to a controlled invariant feasible set. Controlled invariant feasibility is a generalization of controlled invariance. The convergence of well-known approaches for determining maximum controlled invariant sets, and j-step admissible sets. is formally proved. Thus an algorithm for rigorously approximating maximum controlled invariant feasible sets is developed for situations where the exact maximum cannot be determined. (C) 2009 Elsevier Ltd. All rights reserved.