A decomposition algorithm for feedback min-max model predictive control

被引：19

作者：

Munoz de la Pena, D. ^{[1
]}

Alamo, T.

Bemporad, A.

Camacho, E. F.

机构：

[1] Univ Seville, Dept Ingn Sistemas & Automat, Seville 41092, Spain

[2] Univ Siena, Dipartimento Ingn Informaz, I-53100 Siena, Italy

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2006年 / 51卷 / 10期

关键词：

optimization algorithms; predictive control for linear systems; uncertain systems;

D O I：

10.1109/TAC.2006.883062

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

An algorithm for solving feedback min-max model predictive control for discrete-time uncertain linear systems with constraints is presented in this note. The algorithm is based on applying recursively a decomposition technique to solve the min-max problem via a sequence of low complexity linear programs. It is proved that the algorithm converges to the optimal solution in finite time. Simulation results are provided to compare the proposed algorithm with other approaches.

引用

页码：1688 / 1692

页数：5

共 19 条

[1] Constrained min-max predictive control:: Modifications of the objective function leading to polynomial complexity [J].

Alamo, T ;

de la Peña, DM ;

Limon, D ;

Camacho, EF .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2005, 50 (05) :710-714

[2] ON LINEAR-PROGRAMMING AND ROBUST MODEL-PREDICTIVE CONTROL USING IMPULSE-RESPONSES [J].

ALLWRIGHT, JC ;

PAPAVASILIOU, GC .

SYSTEMS & CONTROL LETTERS, 1992, 18 (02) :159-164

[3] Min-max control of constrained uncertain discrete-time linear systems [J].

Bemporad, A ;

Borrelli, F ;

Morari, M .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2003, 48 (09) :1600-1606

[4]

BENDERS JF, 1962, NUMER MATH, V4, P238, DOI [10.1007/BF01386316, DOI 10.1007/BF01386316, DOI 10.1007/S10287-004-0020-Y]

[5]

Birge J. R., 1997, INTRO STOCHASTIC PRO

[6] A MULTICUT ALGORITHM FOR 2-STAGE STOCHASTIC LINEAR-PROGRAMS [J].

BIRGE, JR ;

LOUVEAUX, FV .

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1988, 34 (03) :384-392

[7]

Boyd S., 2004, CONVEX OPTIMIZATION

[8]

Campo P. J., 1987, Proceedings of the 1987 American Control Conference, P1021

[9] Robust dynamic programming for min-max model predictive control of constrained uncertain systems [J].

Diehl, M ;

Björnberg, J .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2004, 49 (12) :2253-2257

[10]

EDWARDS J, 1985, WP8503 INT I APPL SY

← 1 2 →