Efficient On-Line Computation of Constrained Optimal Control

  • Authors:
  • Mato Baotić;Francesco Borrelli;Alberto Bemporad;Manfred Morari

  • Affiliations:
  • mato.baotic@fer.hr;fborrelli@me.berkeley.edu;bemporad@unisi.it;morari@control.ee.ethz.ch

  • Venue:
  • SIAM Journal on Control and Optimization
  • Year:
  • 2008

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Abstract

We consider constrained finite-time optimal control problems for discrete-time linear time-invariant systems with constraints on inputs and outputs based on linear and quadratic performance indices. The solution to such problems is a time-varying piecewise affine (PWA) state-feedback law and can be computed by means of multiparametric programming. By exploiting the properties of the value function and the piecewise affine optimal control law of the constrained finite-time optimal control (CFTOC), we propose two new algorithms that avoid storing the polyhedral regions. The new algorithms significantly reduce the on-line storage demands and computational complexity during evaluation of the PWA feedback control law resulting from the CFTOC.