Application of interior-point methods to model predictive control

被引:347
作者
Rao, CV
Wright, SJ
Rawlings, JB
机构
[1] Univ Wisconsin, Dept Chem Engn, Madison, WI 53706 USA
[2] Argonne Natl Lab, Div Math & Comp Sci, Argonne, IL 60439 USA
关键词
model predictive control; interior-point methods; Riccati equation;
D O I
10.1023/A:1021711402723
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We present a structured interior-point method for the efficient solution of the optimal control problem in model predictive control. The cost of this approach is linear in the horizon length, compared with cubic growth for a naive approach. We use a discrete-time Riccati recursion to solve the linear equations efficiently at each iteration of the interior-point method, and show that this recursion is numerically stable. We demonstrate the effectiveness of the approach by applying it to three process control problems.
引用
收藏
页码:723 / 757
页数:35
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