Numerical Methods for Solution of the Extended Linear Quadratic Control Problem

Publication: Research - peer-reviewArticle in proceedings – Annual report year: 2012

Standard

Numerical Methods for Solution of the Extended Linear Quadratic Control Problem. / Jørgensen, John Bagterp; Frison, Gianluca ; Gade-Nielsen, Nicolai Fog; Dammann, Bernd.

Nonlinear Model Predictive Control. Vol. 4 International Federation of Automatic Control, 2012. p. 187-193 (IFAC Proceedings Volumes (IFAC-PapersOnline) ).

Publication: Research - peer-reviewArticle in proceedings – Annual report year: 2012

Harvard

Jørgensen, JB, Frison, G, Gade-Nielsen, NF & Dammann, B 2012, 'Numerical Methods for Solution of the Extended Linear Quadratic Control Problem'. in Nonlinear Model Predictive Control. vol. 4, International Federation of Automatic Control, pp. 187-193. IFAC Proceedings Volumes (IFAC-PapersOnline) , , 10.3182/20120823-5-NL-3013.00092

APA

Jørgensen, J. B., Frison, G., Gade-Nielsen, N. F., & Dammann, B. (2012). Numerical Methods for Solution of the Extended Linear Quadratic Control Problem. In Nonlinear Model Predictive Control. (Vol. 4, pp. 187-193). International Federation of Automatic Control. (IFAC Proceedings Volumes (IFAC-PapersOnline) ). 10.3182/20120823-5-NL-3013.00092

CBE

Jørgensen JB, Frison G, Gade-Nielsen NF, Dammann B. 2012. Numerical Methods for Solution of the Extended Linear Quadratic Control Problem. In Nonlinear Model Predictive Control. International Federation of Automatic Control. pp. 187-193. (IFAC Proceedings Volumes (IFAC-PapersOnline) ). Available from: 10.3182/20120823-5-NL-3013.00092

MLA

Jørgensen, John Bagterp et al. "Numerical Methods for Solution of the Extended Linear Quadratic Control Problem". Nonlinear Model Predictive Control. International Federation of Automatic Control. 2012. 187-193. (IFAC Proceedings Volumes (IFAC-PapersOnline) ). Available: 10.3182/20120823-5-NL-3013.00092

Vancouver

Jørgensen JB, Frison G, Gade-Nielsen NF, Dammann B. Numerical Methods for Solution of the Extended Linear Quadratic Control Problem. In Nonlinear Model Predictive Control. Vol. 4. International Federation of Automatic Control. 2012. p. 187-193. (IFAC Proceedings Volumes (IFAC-PapersOnline) ). Available from: 10.3182/20120823-5-NL-3013.00092

Author

Jørgensen, John Bagterp; Frison, Gianluca ; Gade-Nielsen, Nicolai Fog; Dammann, Bernd / Numerical Methods for Solution of the Extended Linear Quadratic Control Problem.

Nonlinear Model Predictive Control. Vol. 4 International Federation of Automatic Control, 2012. p. 187-193 (IFAC Proceedings Volumes (IFAC-PapersOnline) ).

Publication: Research - peer-reviewArticle in proceedings – Annual report year: 2012

Bibtex

@inbook{e888bf57b12b4763b99a4ef8250d80a0,
title = "Numerical Methods for Solution of the Extended Linear Quadratic Control Problem",
publisher = "International Federation of Automatic Control",
author = "Jørgensen, {John Bagterp} and Gianluca Frison and Gade-Nielsen, {Nicolai Fog} and Bernd Dammann",
year = "2012",
doi = "10.3182/20120823-5-NL-3013.00092",
volume = "4",
isbn = "978-3-902823-07-6",
series = "IFAC Proceedings Volumes (IFAC-PapersOnline)",
pages = "187-193",
booktitle = "Nonlinear Model Predictive Control",

}

RIS

TY - GEN

T1 - Numerical Methods for Solution of the Extended Linear Quadratic Control Problem

A1 - Jørgensen,John Bagterp

A1 - Frison,Gianluca

A1 - Gade-Nielsen,Nicolai Fog

A1 - Dammann,Bernd

AU - Jørgensen,John Bagterp

AU - Frison,Gianluca

AU - Gade-Nielsen,Nicolai Fog

AU - Dammann,Bernd

PB - International Federation of Automatic Control

PY - 2012

Y1 - 2012

N2 - In this paper we present the extended linear quadratic control problem, its efficient solution, and a discussion of how it arises in the numerical solution of nonlinear model predictive control problems. The extended linear quadratic control problem is the optimal control problem corresponding to the Karush-Kuhn-Tucker system that constitute the majority of computational work in constrained nonlinear and linear model predictive control problems solved by efficient MPC-tailored interior-point and active-set algorithms. We state various methods of solving the extended linear quadratic control problem and discuss instances in which it arises. The methods discussed in the paper have been implemented in efficient C code for both CPUs and GPUs for a number of test examples.

AB - In this paper we present the extended linear quadratic control problem, its efficient solution, and a discussion of how it arises in the numerical solution of nonlinear model predictive control problems. The extended linear quadratic control problem is the optimal control problem corresponding to the Karush-Kuhn-Tucker system that constitute the majority of computational work in constrained nonlinear and linear model predictive control problems solved by efficient MPC-tailored interior-point and active-set algorithms. We state various methods of solving the extended linear quadratic control problem and discuss instances in which it arises. The methods discussed in the paper have been implemented in efficient C code for both CPUs and GPUs for a number of test examples.

U2 - 10.3182/20120823-5-NL-3013.00092

DO - 10.3182/20120823-5-NL-3013.00092

SN - 978-3-902823-07-6

VL - 4

BT - Nonlinear Model Predictive Control

T2 - Nonlinear Model Predictive Control

T3 - IFAC Proceedings Volumes (IFAC-PapersOnline)

T3 - en_GB

SP - 187

EP - 193

ER -