Abstract | ||
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This paper describes a model predictive control (MPC) approach for discrete-time linear systems with hard constraints on control and state variables. The finite-horizon optimal control problem is formulated as a quadratic program (QP), and solved using a recently proposed dual fast gradient-projection method. More precisely, in a finite number of iterations of the mentioned optimization algorithm, a solution with bounded levels of infeasibility and suboptimality is determined for an alternative problem. This solution is shown to be a feasible suboptimal solution for the original problem, leading to exponential stability of the closed-loop system. The proposed strategy is particularly useful in embedded control applications, for which real-time constraints and limited computing resources can impose tight bounds on the possible number of iterations that can be performed within the scheduled sampling time. |
Year | Venue | Keywords |
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2013 | Control Conference | closed loop systems,computational complexity,discrete time systems,gradient methods,iterative methods,linear systems,optimal control,predictive control,quadratic programming,stability,closed-loop system,computational complexity guarantees,control variables,discrete-time linear systems,dual fast gradient-projection method,embedded mpc,embedded control applications,exponential stability,finite-horizon optimal control problem,infeasibility level,iterations,model predictive control,sampling time,stabilization,state variables,suboptimality level,optimization,stability analysis,real time systems,vectors |
Field | DocType | Citations |
Mathematical optimization,Optimal control,Linear system,Linear-quadratic-Gaussian control,Control theory,Model predictive control,Exponential stability,State variable,Quadratic programming,Mathematics,Computational complexity theory | Conference | 1 |
PageRank | References | Authors |
0.35 | 0 | 3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Rubagotti, M. | 1 | 41 | 2.70 |
Panagiotis Patrinos | 2 | 268 | 31.71 |
Alberto Bemporad | 3 | 4353 | 568.62 |