Stabilizing embedded MPC with computational complexity guarantees

M Rubagotti, P Patrinos… - 2013 European Control …, 2013 - ieeexplore.ieee.org
2013 European Control Conference (ECC), 2013ieeexplore.ieee.org
This paper describes a model predictive control (MPC) approach for discrete-time linear
systems with hard constraints on control and state variables. The finite-horizon optimal
control problem is formulated as a quadratic program (QP), and solved using a recently
proposed dual fast gradient-projection method. More precisely, in a finite number of
iterations of the mentioned optimization algorithm, a solution with bounded levels of
infeasibility and suboptimality is determined for an alternative problem. This solution is …
This paper describes a model predictive control (MPC) approach for discrete-time linear systems with hard constraints on control and state variables. The finite-horizon optimal control problem is formulated as a quadratic program (QP), and solved using a recently proposed dual fast gradient-projection method. More precisely, in a finite number of iterations of the mentioned optimization algorithm, a solution with bounded levels of infeasibility and suboptimality is determined for an alternative problem. This solution is shown to be a feasible suboptimal solution for the original problem, leading to exponential stability of the closed-loop system. The proposed strategy is particularly useful in embedded control applications, for which real-time constraints and limited computing resources can impose tight bounds on the possible number of iterations that can be performed within the scheduled sampling time.
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