Dominant speed factors of active set methods for fast MPC

DOI10.1002/OCA.2140MaRDI QIDQ5745039zbMATH OpenOpenAlexFDO

Authors Martin Herceg, Colin N. Jones, Manfred Morari

Publication date 11 February 2016

Published in Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL http://infoscience.epfl.ch/record/202643

zbMATH Keywords

active set methodscode generationmodel predictive controlrank updates

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05)

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Cites work

• A factorization with update procedures for a KKT matrix arising in direct optimal control
• A global piecewise smooth Newton method for fast large-scale model predictive control
• A New Algorithm for Solving Strictly Convex Quadratic Programs
• A Survey on Explicit Model Predictive Control
• An auto-generated real-time iteration algorithm for nonlinear MPC in the microsecond range
• An implementation of the QSPLINE method for solving convex quadratic programming problems with simple bound constraints.
• An online active set strategy to overcome the limitations of explicit MPC
• Anatomy of high-performance matrix multiplication
• Application of interior-point methods to model predictive control
• Efficient numerical methods for nonlinear MPC and moving horizon estimation
• Fast Numerical Methods for Mixed-Integer Nonlinear Model-Predictive Control
• scientific article; zbMATH DE number 5859820 (Why is no real title available?)
• Multiple-rank modifications of a sparse Cholesky factorization
• Numerical Optimization
• Numerical solution of saddle point problems
• Practical Optimization
• Predictive control for linear and hybrid systems
• Predictive control with constraints
• Real-Time Suboptimal Model Predictive Control Using a Combination of Explicit MPC and Online Optimization
• Resolving degeneracy in quadratic programming
• Towards parallel implementation of hybrid MPC -- a survey and directions for future research

Cited in

(5)

• A fast MPC algorithm using nonfeasible active set methods
• A faster version of the ASG algorithm
• Predictive control for embedded systems
• Nonparametric density estimation with nonuniform B-spline bases
• An adaptive cascade predictive control strategy for connected and automated vehicles

Describes a project that uses

Uses Software

• QPC
• libflame
• QSPLINE
• SQOPT
• AAFAC
• qpHPSC
• MuShROOM
• CVXGEN

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