Abstract
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.
Original language | English |
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Title of host publication | 2013 IEEE Multi-conference on Systems and Control |
Publisher | IEEE |
Publication date | 2013 |
Pages | 592-598 |
ISBN (Print) | 978-1-4799-1557-6 |
DOIs | |
Publication status | Published - 2013 |
Event | IEEE Multi-Conference on Systems and Control (MSC 2013) - Hyderabad, India Duration: 28 Aug 2013 → 30 Aug 2013 http://msc2013.org/ |
Conference
Conference | IEEE Multi-Conference on Systems and Control (MSC 2013) |
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Country/Territory | India |
City | Hyderabad |
Period | 28/08/2013 → 30/08/2013 |
Internet address |