Title :
An active set method for constrained linear quadratic optimal control
Author :
Rodriguez, L.A. ; Sideris, A.
Author_Institution :
Mech. & Aerosp. Eng. Dept., Univ. of California, Irvine, CA, USA
fDate :
June 30 2010-July 2 2010
Abstract :
An active-set method is proposed for solving Linear Quadratic Optimal control problems subject to general linear inequality path constraints including mixed state-control and state-only constraints. The proposed algorithm uses a Riccati based approach to efficiently solve the equality constrained optimal control subproblems generated during the procedure and it is illustrated with two numerical examples.
Keywords :
Riccati equations; linear matrix inequalities; linear programming; optimal control; quadratic programming; Riccati based approach; active set method; constrained linear quadratic optimal control; linear inequality; state-control constraint; state-only constraint; Computational complexity; Control theory; Large-scale systems; Optimal control; Predictive control; Predictive models; Quadratic programming; Regulators; Riccati equations; Sampling methods;
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
Print_ISBN :
978-1-4244-7426-4
DOI :
10.1109/ACC.2010.5530453
