Auto Generation of Implicit Integrators for Embedded NMPC with Microsecond Sampling Times

Algorithms for fast real-time Nonlinear Model Predictive Control (NMPC) for mechatronic systems face several challenges. They need to respect tight real-time constraints and need to run on embedded control hardware with limited computing power and memory. A combination of efficient online algorithms and code generation of explicit integrators was shown to be able to overcome these hurdles. This paper generalizes the idea of code generation to Implicit Runge-Kutta (IRK) methods with efficient sensitivity generation. It is shown that they often outperform existing auto-generated Explicit Runge-Kutta (ERK) methods. Moreover, the new methods allow to treat Differential Algebraic Equation (DAE) systems by NMPC with microsecond sampling times.