NDLI: Efficient interior point methods for multistage problems arising in receding horizon control

Content Provider	IEEE Xplore Digital Library
Author	Domahidi, A. Zgraggen, A.U. Zeilinger, M.N. Morari, M. Jones, C.N.
Copyright Year	2012
Description	Author affiliation: Automatic Control Laboratory, Department of Information Technology and Electrical Engineering, ETH Zurich, 8092, Switzerland (Domahidi, A.; Zgraggen, A.U.; Morari, M.) \|\| Automatic Control Laboratory, École Polytechnique Fédérale de Lausanne (EPFL), 1015, Switzerland (Zeilinger, M.N.; Jones, C.N.)
Abstract	Receding horizon control requires the solution of an optimization problem at every sampling instant. We present efficient interior point methods tailored to convex multistage problems, a problem class which most relevant MPC problems with linear dynamics can be cast in, and specify important algorithmic details required for a high speed implementation with superior numerical stability. In particular, the presented approach allows for quadratic constraints, which is not supported by existing fast MPC solvers. A categorization of widely used MPC problem formulations into classes of different complexity is given, and we show how the computational burden of certain quadratic or linear constraints can be decreased by a low rank matrix forward substitution scheme. Implementation details are provided that are crucial to obtain high speed solvers.We present extensive numerical studies for the proposed methods and compare our solver to three well-known solver packages, outperforming the fastest of these by a factor 2–5 in speed and 3–70 in code size. Moreover, our solver is shown to be very efficient for large problem sizes and for quadratically constrained QPs, extending the set of systems amenable to advanced MPC formulations on low-cost embedded hardware.
Starting Page	668
Ending Page	674
File Size	348214
Page Count	7
File Format	PDF
ISBN	9781467320658
ISSN	07431546
e-ISBN	9781467320665
e-ISBN	9781467320641
DOI	10.1109/CDC.2012.6426855
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-12-10
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Optimization Symmetric matrices Matrix decomposition Complexity theory Numerical stability Standards
Content Type	Text
Resource Type	Article
Subject	Control and Optimization Control and Systems Engineering Modeling and Simulation

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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