In this paper, we develop an efficient interior-point method (IPM) for the linear programs arising in economic model predictive control of linear systems. The novelty of our algorithm is that it combines a homogeneous and self-dual model, and a specialized Riccati iteration procedure. We test the algorithm in a conceptual study of power systems management. Simulations show that in comparison to state of the art software implementation of IPMs, our method is significantly faster and scales in a favourable way.
|Title of host publication||2013 IEEE Multi-conference on Systems and Control|
|Publication status||Published - 2013|
|Event||IEEE Multi-Conference on Systems and Control (MSC 2013) - Hyderabad, India|
Duration: 28 Aug 2013 → 30 Aug 2013
|Conference||IEEE Multi-Conference on Systems and Control (MSC 2013)|
|Period||28/08/2013 → 30/08/2013|
Sokoler, L. E., Frison, G., Edlund, K., Skajaa, A., & Jørgensen, J. B. (2013). A Riccati Based Homogeneous and Self-Dual Interior-Point Method for Linear Economic Model Predictive Control. In 2013 IEEE Multi-conference on Systems and Control (pp. 592-598). IEEE. https://doi.org/10.1109/CCA.2013.6662814