Abstract
In both Active-Set (AS) and Interior-Point (IP) algorithms for Model Predictive Control (MPC), sub-problems in the form of linear-quadratic (LQ) control problems need to be solved at each iteration. The solution of these sub-problems is usually the main computational effort. In this paper an alternative version of the Riccati recursion solver for LQ control problems is presented. The performance of both the classical and the alternative version is analyzed from a theoretical as well as a numerical point of view, and the alternative version is found to be approximately 50% faster than the classical one, for systems with many states. A number of parallel implementations of the alternative version has been proposed and tested.
| Original language | English |
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| Title of host publication | Proceedings of the 18th Nordic Process Control Workshop |
| Number of pages | 6 |
| Publication date | 2013 |
| Publication status | Published - 2013 |
| Event | 18th Nordic Process Control Workshop - University of Oulu, Oulu, Finland Duration: 22 Aug 2013 → 23 Aug 2013 http://www.oulu.fi/npcw2013/ |
Conference
| Conference | 18th Nordic Process Control Workshop |
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| Location | University of Oulu |
| Country/Territory | Finland |
| City | Oulu |
| Period | 22/08/2013 → 23/08/2013 |
| Internet address |
Keywords
- Riccati recursion
- LQ control problem
- Parallel computation