TR2018-122

Projected Preconditioning within a Block-Sparse Active-Set Method for MPC

    •  Quirynen, R., Knyazev, A., Di Cairano, S., "Projected Preconditioning within a Block-Sparse Active-Set Method for MPC", IFAC Conference on Nonlinear Model Predictive Control (NMPC), DOI: 10.1016/​j.ifacol.2018.10.170, August 2018, vol. 51, pp. 28-34.
      BibTeX TR2018-122 PDF
      • @inproceedings{Quirynen2018aug2,
      • author = {Quirynen, Rien and Knyazev, Andrew and Di Cairano, Stefano},
      • title = {Projected Preconditioning within a Block-Sparse Active-Set Method for MPC},
      • booktitle = {IFAC Conference on Nonlinear Model Predictive Control (NMPC)},
      • year = 2018,
      • volume = 51,
      • number = 20,
      • pages = {28--34},
      • month = aug,
      • publisher = {Elsevier},
      • doi = {10.1016/j.ifacol.2018.10.170},
      • url = {https://www.merl.com/publications/TR2018-122}
      • }
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  • Research Areas:

    Control, Dynamical Systems, Optimization

Abstract:

Model predictive control (MPC) often requires solving an optimal control structuredquadratic program (QP), possibly based on an online linearization at each sampling instant. Block-tridiagonal preconditioners have been proposed, combined with the minimal residual (MINRES) method, to result in a simple but efficient implementation of a sparse activeset strategy for fast MPC. This paper presents an improved variant of this PRESAS algorithm, by using a projected preconditioned conjugate gradient (PPCG) method. Based on a standalone C code implementation and using an ARM Cortex-A7 processor, we illustrate the performance of the proposed solver against the current state of the art for embedded predictive control.

 

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