A Sparse ADMM-Based Solver for Linear MPC Subject to Terminal Quadratic Constraint

• Published in: IEEE transactions on control systems technology Vol. 32; no. 6; pp. 2376 - 2384
• Main Authors: Krupa, Pablo, Jaouani, Rim, Limon, Daniel, Alamo, Teodoro
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.11.2024; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Artificial intelligence; Closed loops; Complexity theory; Convex functions; Ellipsoids; Embedded optimization; Embedded systems; Feedback control; model predictive control (MPC); Optimization; Predictive control; Programming; quadratic constraints; second-order cone (SOC) programming; Slack variables; Solvers; Terminal constraints; Vectors

Model predictive control (MPC) typically includes a terminal constraint to guarantee stability of the closed-loop system under nominal conditions. In linear MPC, this constraint is generally taken on a polyhedral set, leading to a quadratic optimization problem. However, the use of an ellipsoidal te...