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A line search improvement of efficient MPC

Abstract:

A recent efficient Model Predictive Control (MPC) strategy uses a univariate NewtonRaphson procedure to solve a dual problem, but is not amenable to warm starting or early termination. By solving a primal problem, the current note proposes a strategy which is more efficient than the NewtonRaphson method and which enables warm starting and early termination. Performance improvements are demonstrated over the NewtonRaphson method and alternative approaches based on quadratic programming or semi...

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Publication status:
Published

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Institution:
University of Oxford
Department:
Oxford, MPLS, Engineering Science
Volume:
46
Issue:
11
Pages:
1920-1924
Publication date:
2010-11-05
DOI:
ISSN:
0005-1098
URN:
uuid:8797c847-42f1-42d3-b222-bdc5de6559be
Source identifiers:
107153
Local pid:
pubs:107153

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