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 language | English |
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Title of host publication | The 10th European Workshop on Advanced Control and Diagnosis (ACD 2012) |
Number of pages | 8 |
Publisher | Technical University of Denmark |
Publication date | 2012 |
Publication status | Published - 2012 |
Event | 10th European Workshop on Advanced Control and Diagnosis - Technical University of Denmark, Kgs. Lyngby, Denmark Duration: 8 Nov 2012 → 9 Nov 2012 Conference number: 10 http://indico.conferences.dtu.dk/conferenceDisplay.py?confId=108 |
Workshop
Workshop | 10th European Workshop on Advanced Control and Diagnosis |
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Number | 10 |
Location | Technical University of Denmark |
Country/Territory | Denmark |
City | Kgs. Lyngby |
Period | 08/11/2012 → 09/11/2012 |
Internet address |