A Primal-Dual Interior Point-Linear Programming Algorithm for MPC

Kristian Edlund, Leo Emil Sokoler, John Bagterp Jørgensen

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    Abstract

    Constrained optimal control problems for linear systems with linear constraints and an objective function consisting of linear and l1-norm terms can be expressed as linear programs. We develop an efficient primal-dual interior point algorithm for solution of such linear programs. The algorithm is implemented in Matlab and its performance is compared to an active set based LP solver and linprog in Matlab's optimization toolbox. Simulations demonstrate that the new algorithm is more than one magnitude faster than the other LP algorithms applied to this problem.
    Original languageEnglish
    Title of host publicationProceedings of the 48th IEEE Conference on Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009
    PublisherIEEE
    Publication date2009
    Pages351-356
    ISBN (Print)978-1-4244-3871-6
    DOIs
    Publication statusPublished - 2009
    EventThe 48th IEEE Conference on Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009 -
    Duration: 1 Jan 2009 → …

    Conference

    ConferenceThe 48th IEEE Conference on Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009
    Period01/01/2009 → …

    Bibliographical note

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    Cite this

    Edlund, K., Sokoler, L. E., & Jørgensen, J. B. (2009). A Primal-Dual Interior Point-Linear Programming Algorithm for MPC. In Proceedings of the 48th IEEE Conference on Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009 (pp. 351-356). IEEE. https://doi.org/10.1109/CDC.2009.5400440