A line search improvement of efficient MPC

Basil Kouvaritakis; Shuang Li; Mark Cannon

doi:10.1016/j.automatica.2010.07.003

A line search improvement of efficient MPC

Basil Kouvaritakis, Shuang Li, Mark Cannon^*

^*Corresponding author for this work

School of Computer Science and Technology

University of Oxford

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

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 semidefinite programming.

Original language	English
Pages (from-to)	1920-1924
Number of pages	5
Journal	Automatica
Volume	46
Issue number	11
DOIs	https://doi.org/10.1016/j.automatica.2010.07.003
Publication status	Published - Nov 2010

Keywords

Constrained control
Efficient Model Predictive Control
Optimization

Access to Document

10.1016/j.automatica.2010.07.003

Cite this

@article{da31b04541f849058edc9ceb0bff600b,

title = "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 semidefinite programming.",

keywords = "Constrained control, Efficient Model Predictive Control, Optimization",

author = "Basil Kouvaritakis and Shuang Li and Mark Cannon",

year = "2010",

month = nov,

doi = "10.1016/j.automatica.2010.07.003",

language = "English",

volume = "46",

pages = "1920--1924",

journal = "Automatica",

issn = "0005-1098",

publisher = "Elsevier Ltd.",

number = "11",

}

TY - JOUR

T1 - A line search improvement of efficient MPC

AU - Kouvaritakis, Basil

AU - Li, Shuang

AU - Cannon, Mark

PY - 2010/11

Y1 - 2010/11

N2 - 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 semidefinite programming.

AB - 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 semidefinite programming.

KW - Constrained control

KW - Efficient Model Predictive Control

KW - Optimization

UR - http://www.scopus.com/inward/record.url?scp=78049303912&partnerID=8YFLogxK

U2 - 10.1016/j.automatica.2010.07.003

DO - 10.1016/j.automatica.2010.07.003

M3 - Article

AN - SCOPUS:78049303912

SN - 0005-1098

VL - 46

SP - 1920

EP - 1924

JO - Automatica

JF - Automatica

IS - 11

ER -

A line search improvement of efficient MPC

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this