Summary
This article addresses the fast on-line solution of a sequence of quadratic programs underlying a linear model predictive control scheme. We introduce an algorithm which is tailored to efficiently handle small to medium sized problems with relatively small number of active constraints. Different aspects of the algorithm are examined and its computational complexity is presented. Finally, we discuss a modification of the presented algorithm that produces “good” approximate solutions faster.
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Dimitrov, D., Wieber, PB., Stasse, O., Ferreau, H.J., Diedam, H. (2010). An Optimized Linear Model Predictive Control Solver. In: Diehl, M., Glineur, F., Jarlebring, E., Michiels, W. (eds) Recent Advances in Optimization and its Applications in Engineering. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-12598-0_27
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DOI: https://doi.org/10.1007/978-3-642-12598-0_27
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