A Riccati Based Homogeneous and Self-Dual Interior-Point Method for Linear Economic Model Predictive Control

Leo Emil Sokoler, Gianluca Frison, Kristian Edlund, Anders Skajaa, John Bagterp Jørgensen

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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 languageEnglish
Title of host publication2013 IEEE Multi-conference on Systems and Control
PublisherIEEE
Publication date2013
Pages592-598
ISBN (Print)978-1-4799-1557-6
DOIs
Publication statusPublished - 2013
EventIEEE Multi-Conference on Systems and Control (MSC 2013) - Hyderabad, India
Duration: 28 Aug 201330 Aug 2013
http://msc2013.org/

Conference

ConferenceIEEE Multi-Conference on Systems and Control (MSC 2013)
CountryIndia
CityHyderabad
Period28/08/201330/08/2013
Internet address

Cite this

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