Abstract
This paper presents an efficient computational technique for the solution of the linear quadratic control problem for a discrete-time system subject to parallelotopic constraints in the control space. The problem solution is carried out in a state-space framework and makes use of both the Active Set Method and Dynamic Programming. It is shown how the optimal solution can be updated after inclusion or removal of an active constraint by a simple dynamic programming procedure requiring in the order of kn2 operations, n being the system order and k the time at which the constraint is included or removed. The resulting fast algorithm offers a promising solution to alleviate the on-line computational burden of MPC design.
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Chisci, L., Anthony Rossiter, J., Zappa, G. (2000). Iterative Active-set Method for Efficient On-line MPC Design. In: Allgöwer, F., Zheng, A. (eds) Nonlinear Model Predictive Control. Progress in Systems and Control Theory, vol 26. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8407-5_18
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DOI: https://doi.org/10.1007/978-3-0348-8407-5_18
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-9554-5
Online ISBN: 978-3-0348-8407-5
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