A Parallelizable Interior Point Method for Two-Stage Robust MPC
Journal article, 2017

This paper presents a parallelizable algorithm for deploying a primal-dual interior point method on two-stage model predictive control (MPC) problems. The proposed method exploits the specific structure of the problem in order to achieve a parallelizable linear algebra. The focus is set on minimizing the amount of matrix factorizations performed in order to obtain a method of low computational complexity. For commonly used benchmark problems, considering robustness against 2-50 state space models, we show that if the overhead of the parallelization is negligible, the proposed method has a computational complexity per iteration only 5%-15% higher than the state-of-the art methods for standard MPC, provided that sufficiently many CPUs are available.

Interior point methods

parallel computations

robust model predictive control (MPC)

Author

Emil Klintberg

Chalmers, Signals and Systems, Systems and control, Automatic Control

Sébastien Gros

Chalmers, Signals and Systems, Systems and control, Automatic Control

IEEE Transactions on Control Systems Technology

1063-6536 (ISSN)

Vol. 25 6 2087-2097

Areas of Advance

Information and Communication Technology

Subject Categories

Mathematics

DOI

10.1109/TCST.2016.2638680

More information

Created

10/8/2017