A line search improvement of efficient MPC

A recent efficient Model Predictive Control (MPC) strategy uses a univariate Newton–Raphson procedure to solve a dual problem, but is not amenable to warm starting or early termination. By solving a primal problem, the current note proposes a strategy which is more efficient than the Newton–Raphson method and which enables warm starting and early termination. Performance improvements are demonstrated over the Newton–Raphson method and alternative approaches based on quadratic programming or semidefinite programming.