Title: An online active set strategy to overcome the limitations of explicit MPC
Authors: Ferreau, Hans Joachim ×
Bock, H. G
Diehl, Moritz #
Issue Date: May-2008
Publisher: Wiley
Series Title: International Journal of Robust and Nonlinear Control vol:18 issue:8 pages:816-830
Abstract: 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 100ms per QP and was about one order of magnitude faster than a standard active set QP solver. Copyright (c) 2007 John Wiley & Sons, Ltd.
ISSN: 1049-8923
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Electrical Engineering - miscellaneous
ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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