Real-Time Optimization for Economic Model Predictive Control

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

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Abstract

In this paper, we develop an efficient homogeneous and self-dual interior-point method for the linear programs arising in economic model predictive control. To exploit structure in the optimization problems, the algorithm employs a highly specialized Riccati iteration procedure. Simulations show that in comparison to conventional interior-point methods, our solver is a) significantly faster per. iteration and b) converges in a smaller and less fluctuating number of iterations.
Original languageEnglish
Title of host publicationThe 10th European Workshop on Advanced Control and Diagnosis (ACD 2012)
Number of pages8
PublisherTechnical University of Denmark
Publication date2012
Publication statusPublished - 2012
Event10th European Workshop on Advanced Control and Diagnosis - Technical University of Denmark, Kgs. Lyngby, Denmark
Duration: 8 Nov 20129 Nov 2012
http://indico.conferences.dtu.dk/conferenceDisplay.py?confId=108

Conference

Conference10th European Workshop on Advanced Control and Diagnosis
LocationTechnical University of Denmark
CountryDenmark
CityKgs. Lyngby
Period08/11/201209/11/2012
Internet address

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