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A dual Newton strategy with fixed iteration complexity for multi-stage MPC

Emil Klintberg (Institutionen för signaler och system, Reglerteknik) ; Dimitris Kouzoupis ; Moritz Diehl ; Sébastien Gros (Institutionen för signaler och system, Reglerteknik)
2017. - 21 s.

This paper considers the problem of solving Quadratic Programs (QPs) in the context of multi-stage Model Predictive Control (MPC). A Newton strategy is considered on the dual of the problem to achieve a parallelizable method. In this context, it has been observed that the globalization strategy can be expensive. In this paper, we propose to dualize both the non-anticipativity constraints and the dynamics in order to obtain a computationally cheap globalization. The dual Newton system is then reformulated to small highly structured linear systems that to a large extent can be solved in parallel.

Nyckelord: Robust control, Multi-stage MPC, Dual Newton strategy

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Denna post skapades 2017-04-11. Senast ändrad 2017-04-11.
CPL Pubid: 248820


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Institutioner (Chalmers)

Institutionen för signaler och system, Reglerteknik (2005-2017)


Optimeringslära, systemteori

Chalmers infrastruktur