Title
Fast model predictive control with soft constraints
Abstract
This paper describes a fast optimization algorithm for Model Predictive Control (MPC) with soft constraints. The method relies on the Kreisselmeier-Steinhauser function to provide a smooth approximation of the penalty function for a soft constraint. By introducing this approximation directly into the objective of an interior point optimization, there is no need for additional slack variables to capture constraint violation. Simulation results show significant speed-up compared to using slacks.
Year
DOI
Venue
2015
10.1016/j.ejcon.2015.05.003
European Journal of Control
Keywords
Field
DocType
Model Predictive Control,Soft constraints,Interior point methods
Mathematical optimization,Slack variable,Smooth approximation,Control theory,Model predictive control,Control engineering,Optimization algorithm,Constraint violation,Interior point method,Mathematics,Penalty method
Journal
Volume
ISSN
Citations 
25
0947-3580
6
PageRank 
References 
Authors
0.57
6
1
Name
Order
Citations
PageRank
Arthur Richards126826.94