Practical methods of optimization; (2nd ed.)
Practical methods of optimization; (2nd ed.)
Efficient On-Line Computation of Constrained Optimal Control
SIAM Journal on Control and Optimization
Automatica (Journal of IFAC)
Survey Constrained model predictive control: Stability and optimality
Automatica (Journal of IFAC)
The explicit linear quadratic regulator for constrained systems
Automatica (Journal of IFAC)
Brief An algorithm for multi-parametric quadratic programming and explicit MPC solutions
Automatica (Journal of IFAC)
| Hi-index | 22.14 |
Finite-time optimal control problems with quadratic performance index for linear systems with linear constraints can be transformed into Quadratic Programs (QPs). Model Predictive Control requires the on-line solution of such QPs. This can be obtained by using a QP solver or evaluating the associated explicit solution. The objective of this note is twofold. First, we shed some light on the computational complexity and storage demand of the two approaches when an active set QP solver is used. Second, we show the existence of alternative algorithms with a different tradeoff between memory and computational time. In particular, we present an algorithm which, for a certain class of systems, outperforms standard explicit solvers both in terms of memory and worst case computational time.