Approximate inverses in preconditioned fast dual gradient methods for MPC
Artikel i vetenskaplig tidskrift, 2017

This paper considers the usage of approximate inverses in a preconditioned fast dual proximal gradient method for Model Predictive Control (MPC). We show that for a dualization of the dynamic constraints, the dense preconditioner is an exponentially off-diagonally decaying matrix. By approximating the preconditioner by a banded matrix, the computational cost per iteration can be decreased, while early numerical tests indicate that the number of iterations is almost unaffected in cases where the off-diagonal decay is rapid.

Författare

Emil Klintberg

Chalmers, Signaler och system, System- och reglerteknik, Reglerteknik

Sébastien Gros

Chalmers, Signaler och system, System- och reglerteknik, Reglerteknik

IFAC-PapersOnLine

2405-8963 (ISSN)

Vol. 50 1 5901-5906

Styrkeområden

Informations- och kommunikationsteknik

Ämneskategorier

Matematik

DOI

10.1016/j.ifacol.2017.08.1321