Publication: Research - peer-review › Article in proceedings – Annual report year: 2012
In this paper, we develop an efficient homogeneous and self-dual interior-point method for the linear programs arising in economic model predictive control. To exploit structure in the optimization problems, the algorithm employs a highly specialized Riccati iteration procedure. Simulations show that in comparison to conventional interior-point methods, our solver is a) significantly faster per. iteration and b) converges in a smaller and less fluctuating number of iterations.
|Title||The 10th European Workshop on Advanced Control and Diagnosis (ACD 2012)|
|Number of pages||8|
|Publisher||Technical University of Denmark|
|Conference||10th European Workshop on Advanced Control and Diagnosis|
|Period||08/11/12 → 09/11/12|
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