Accelerating Full-Scale Nonlinear Model Predictive Control via Surrogate Dynamics Optimization

Abstract: Driven by advances in hardware and software technologies, nonlinear model predictive control (NMPC) has gained increasing adoption in both industry and academia over the past decades. However, its practical deployment is often limited by the computational cost of simulating the embedded process model, especially for high-dimensional, multi-time-scale, or nonlinear systems commonly found in real-world applications. Thus, this paper introduces Surrogate Dynamics Optimization (SDO), a warm-start framework for full-scale NMPC to address the limitation of standard initialization strategies. The approach relies on a machine learning surrogate model to solve a lightweight auxiliary problem that approximates the original one. The methodology is reproducible and compatible with inhouse simulation and optimization tools, a key consideration in industrial contexts. Data efficiency of SDO, as well as the impact of surrogate design on the overall performance, are evaluated through a non-trivial simulation case study: 24-hour optimal load-following control of a pressurized water reactor. The results show consistent improvements in NMPC convergence speed within a fixed computational budget, while reducing training data generation costs by two orders of magnitude compared to behavior cloning.