Accelerate Hybrid Model Predictive Control using Generalized Benders Decomposition

Abstract: Hybrid model predictive control with both continuous and discrete variables is widely applicable to robotics tasks. Due to the combinatorial complexity, the solving speed of hybrid MPC can be insufficient for real-time applications. In this paper, we propose to accelerate hybrid MPC using Generalized Benders Decomposition (GBD). GBD enumerates cuts online and stores inside a finite buffer to provide warm-starts for the new problem instances. Leveraging on the sparsity of feasibility cuts, a fast algorithm is designed for Benders master problems. We also propose to construct initial optimality cuts from heuristic solutions allowing GBD to plan for longer time horizons. The proposed algorithm successfully controls a cart-pole system with randomly moving soft-contact walls reaching speeds 2-3 times faster than Gurobi, oftentimes exceeding 1000Hz. It also guides a free-flying robot through a maze with a time horizon of 50 re-planning at 20Hz. The code is available at https://github.com/XuanLin/Benders-MPC.