Fast predictive control of linear, time-invariant systems using an algorithm based on the fast gradient method and augmented Lagrange multipliers

We present an algorithm based on the fast gradient method and augmented Lagrange multipliers for model predictive control of linear, discrete-time, time-invariant, systems with constraints. In particular, the algorithm solves the underlying quadratic program in the so-called condensed form and takes...

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Bibliographic Details
Published in:2011 IEEE International Conference on Control Applications (CCA) pp. 780 - 785
Main Authors: Kogel, M., Findeisen, R.
Format: Conference Proceeding
Language:English
Published: IEEE 01.09.2011
Subjects:
Approximation methods
Augmented Lagrange multipliers
Computational methods
Eigenvalues and eigenfunctions
Fast Gradient method
Gradient methods
Model predictive control
Online optimization
Prediction algorithms
Predictive control
Predictive models
ISBN:1457710625, 9781457710629
ISSN:1085-1992
Online Access:Get full text
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Summary:We present an algorithm based on the fast gradient method and augmented Lagrange multipliers for model predictive control of linear, discrete-time, time-invariant, systems with constraints. In particular, the algorithm solves the underlying quadratic program in the so-called condensed form and takes advantage of the problem structure. At the end, we illustrate the performance of the algorithm, which is competitive with tailored interior-point methods, by an example.
ISBN:1457710625
9781457710629
ISSN:1085-1992
DOI:10.1109/CCA.2011.6044410