Early Termination of NMPC Interior Point Solvers: Relating the Duality Gap to Stability

In this paper, we present an early termination condition for the primal-dual interior-point method for application in nonlinear model predictive control (MPC) problems. The condition verifies the prescribed suboptimality level of a feasible iteration of the algorithm and enables one to employ the feasible suboptimal solution without jeopardising the stability of the system. The distinguishing property of the proposed condition is its primal-dual formulation, which allows the proposed early termination of the algorithm to be independent from any values computed on the previous time instances. Numeral experiments on a nonlinear planar multirotor system and a comparison of the proposed early termination condition with the existing methods are provided.