A dual Newton strategy with fixed iteration complexity for multi-stage MPC
Report, 2017

This paper considers the problem of solving Quadratic Programs (QPs) in the context of multi-stage Model Predictive Control (MPC). A Newton strategy is considered on the dual of the problem to achieve a parallelizable method. In this context, it has been observed that the globalization strategy can be expensive. In this paper, we propose to dualize both the non-anticipativity constraints and the dynamics in order to obtain a computationally cheap globalization. The dual Newton system is then reformulated to small highly structured linear systems that to a large extent can be solved in parallel.

Multi-stage MPC

Dual Newton strategy

Robust control

Author

Emil Klintberg

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

Dimitris Kouzoupis

Moritz Diehl

Sébastien Gros

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

Subject Categories

Computational Mathematics

Control Engineering

Areas of Advance

Energy

More information

Created

10/8/2017