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

doi:10.1109/CCA.2013.6662814

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

Ørsted A/S

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

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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 language	English
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	https://doi.org/10.1109/CCA.2013.6662814
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)
Country/Territory	India
City	Hyderabad
Period	28/08/2013 → 30/08/2013
Internet address	http://msc2013.org/

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@inproceedings{715f93acad6a4835b1bd2967dc62608f,

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

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.",

author = "Sokoler, \{Leo Emil\} and Gianluca Frison and Kristian Edlund and Anders Skajaa and J{\o}rgensen, \{John Bagterp\}",

year = "2013",

doi = "10.1109/CCA.2013.6662814",

language = "English",

isbn = "978-1-4799-1557-6",

pages = "592--598",

booktitle = "2013 IEEE Multi-conference on Systems and Control",

publisher = "IEEE",

address = "United States",

note = "IEEE Multi-Conference on Systems and Control (MSC 2013) ; Conference date: 28-08-2013 Through 30-08-2013",

url = "http://msc2013.org/",

}

Sokoler, LE, Frison, G, Edlund, K, Skajaa, A & Jørgensen, JB 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. IEEE, pp. 592-598, IEEE Multi-Conference on Systems and Control (MSC 2013), Hyderabad, India, 28/08/2013. https://doi.org/10.1109/CCA.2013.6662814

TY - GEN

T1 - A Riccati Based Homogeneous and Self-Dual Interior-Point Method for Linear Economic Model Predictive Control

AU - Sokoler, Leo Emil

AU - Frison, Gianluca

AU - Edlund, Kristian

AU - Skajaa, Anders

AU - Jørgensen, John Bagterp

PY - 2013

Y1 - 2013

N2 - 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.

AB - 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.

U2 - 10.1109/CCA.2013.6662814

DO - 10.1109/CCA.2013.6662814

M3 - Article in proceedings

SN - 978-1-4799-1557-6

SP - 592

EP - 598

BT - 2013 IEEE Multi-conference on Systems and Control

PB - IEEE

T2 - IEEE Multi-Conference on Systems and Control (MSC 2013)

Y2 - 28 August 2013 through 30 August 2013

ER -

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

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