Proportioning with second-order information for model predictive control. (4th May 2017)

• Record Type: Journal Article
• Authors: Šantin, Ondřej; Jarošová, Marta; Havlena, Vladimír; Dostál, Zdeněk
• Is Part Of: Optimization methods and software. Volume 32:Number 3(2017)
• Page Start: 436
• Page End: 454
• Publication Date: 2017-05-04
• Subjects: quadratic programming -- model predictive control -- active-set strategy; 90C20 -- 93C95 -- 49N90; Mathematical optimization -- Periodicals; Algorithms -- Periodicals; 519.7
• DOI: 10.1080/10556788.2016.1213840
• Languages: English
• ISSNs: 1055-6788

Abstract

Abstract : We propose an algorithm for the effective solution of quadratic programming (QP) problems arising from model predictive control (MPC). MPC is a modern multivariable control method which gives the solution for a QP problem at each sample instant. Our algorithm combines the active-set strategy with the proportioning test to decide when to leave the actual active set. For the minimization in the face, we use a direct solver implemented by the Cholesky factors updates. The performance of the algorithm is illustrated by numerical experiments, and the results are compared with the state-of-the-art solvers on benchmarks from MPC.