Stability of multiobjective predictive control: A utopia-tracking approach

We propose a multiobjective strategy for model predictive control (MPC) that we term utopiatracking MPC. The controller minimizes, in some norm, the distance of its cost vector to that of the unreachable steady-state utopia point. Stability is ensured by using a terminal constraint to a selected point along the steady-state Pareto front. One of the key advantages of this approach is that multiple objectives can be handled systematically without having to compute the entire Pareto front or selecting weights. In addition, general cost functions (i.e., economic, regularization) can be used.