Abstract:
We present an algorithm based on the fast gradient method and augmented Lagrange multipliers for model predictive control of linear, discrete-time, time-invariant, system...Show MoreMetadata
Abstract:
We present an algorithm based on the fast gradient method and augmented Lagrange multipliers for model predictive control of linear, discrete-time, time-invariant, systems with constraints. In particular, the algorithm solves the underlying quadratic program in the so-called condensed form and takes advantage of the problem structure. At the end, we illustrate the performance of the algorithm, which is competitive with tailored interior-point methods, by an example.
Date of Conference: 28-30 September 2011
Date Added to IEEE Xplore: 13 October 2011
ISBN Information:
Print ISSN: 1085-1992