TY - GEN

T1 - Real-Time Optimization for Economic Model Predictive Control

A1 - Sokoler,Leo Emil

A1 - Edlund,Kristian

A1 - Frison,Gianluca

A1 - Skajaa,Anders

A1 - Jørgensen,John Bagterp

AU - Sokoler,Leo Emil

AU - Edlund,Kristian

AU - Frison,Gianluca

AU - Skajaa,Anders

AU - Jørgensen,John Bagterp

PB - Technical University of Denmark

PY - 2012

Y1 - 2012

N2 - 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.

AB - 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.

BT - The 10th European Workshop on Advanced Control and Diagnosis (ACD 2012)

T2 - The 10th European Workshop on Advanced Control and Diagnosis (ACD 2012)

ER -