Sequential Convexification Method for Model Predictive Control of Nonlinear Systems with Continuous and Discrete Elements of Operations

To control a hybrid dynamical system, a predictive feedback controller formulates a mixed-integer nonlinear programming (MINLP) problem including nonlinear functions of continuous optimization variables representing the continuous elements of the operation of the hybrid dynamical system and/or one or multiple linear functions of integer optimization variables representing the discrete elements of the operation of the hybrid dynamical system. The MINLP problem is formulated into a separable format ensuring that the discrete elements of the operation are present only in the linear functions of the MINLP problem. The MINLP problem is solved over multiple iterations using a partial convexification of a portion of a space of the solution including a current solution guess. The partial convexification produces a convex approximation of the nonlinear functions of the MINLP without approximating the linear functions of the MINLP to produce a partially convexified MINLP.