An online active set strategy to overcome the limitations of explicit MPC
Nearly all algorithms for linear model predictive control (MPC) either rely on the solution of convex quadratic programs (QPs) in real time, or on an explicit precalculation of this solution for all possible problem instances. In this paper, we present an online active set strategy for the fast solu...
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Published in | International journal of robust and nonlinear control Vol. 18; no. 8; pp. 816 - 830 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Chichester, UK
John Wiley & Sons, Ltd
25.05.2008
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Subjects | |
Online Access | Get full text |
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Summary: | Nearly all algorithms for linear model predictive control (MPC) either rely on the solution of convex quadratic programs (QPs) in real time, or on an explicit precalculation of this solution for all possible problem instances. In this paper, we present an online active set strategy for the fast solution of parametric QPs arising in MPC. This strategy exploits solution information of the previous QP under the assumption that the active set does not change much from one QP to the next. Furthermore, we present a modification where the CPU time is limited in order to make it suitable for strict real‐time applications. Its performance is demonstrated with a challenging test example comprising 240 variables and 1191 inequalities, which depends on 57 parameters and is prohibitive for explicit MPC approaches. In this example, our strategy allows CPU times of well below 100 ms per QP and was about one order of magnitude faster than a standard active set QP solver. Copyright © 2007 John Wiley & Sons, Ltd. |
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Bibliography: | Research Council KUL - No. CoE EF/05/006 REGINS-PREDIMOT European project ark:/67375/WNG-J3F1P8SD-Q istex:2C5A49C45DFD8ACC01B6E4E6761B48FC25AF25E8 Belgian Federal Science Policy Office - No. IUAP P6/04 ArticleID:RNC1251 ObjectType-Article-2 SourceType-Scholarly Journals-1 ObjectType-Feature-1 content type line 23 |
ISSN: | 1049-8923 1099-1239 |
DOI: | 10.1002/rnc.1251 |