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Direct Parallel Computations of Second-Order Search Directions for Model Predictive Control.
- Source :
- IEEE Transactions on Automatic Control; Jul2019, Vol. 64 Issue 7, p2845-2860, 16p
- Publication Year :
- 2019
-
Abstract
- Model predictive control (MPC) is one of the most widely spread advanced control schemes in industry today. In MPC, a constrained finite-time optimal control (CFTOC) problem is solved at each iteration in the control loop. The CFTOC problem can be solved using, for example, second-order methods, such as interior-point or active-set methods, where the computationally most demanding part often consists of computing the sequence of second-order search directions. Each search direction can be computed by solving a set of linear equations that corresponds to solving an unconstrained finite-time optimal control (UFTOC) problem. In this paper, different direct (noniterative) parallel algorithms for solving UFTOC problems are presented. The parallel algorithms are all based on a recursive variable elimination and solution propagation technique. Numerical evaluations of one of the parallel algorithms indicate that a significant boost in performance can be obtained, which can facilitate high-performance second-order MPC solvers. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00189286
- Volume :
- 64
- Issue :
- 7
- Database :
- Complementary Index
- Journal :
- IEEE Transactions on Automatic Control
- Publication Type :
- Periodical
- Accession number :
- 137234573
- Full Text :
- https://doi.org/10.1109/TAC.2018.2880405