An efficient maximization algorithm with implications in min-max predictive control

Binary Quadratic Programming (BQP) problems arise frecuently in robust MPC when min-max techniques are used. In this paper, an efficient algorithm that solves the problem for L-Band matrix structures is presented. The L-Band matrix algorithm has a direct application to min-max MPC. The computational burden of the L-Band max algorithm is polynomial with the dimension of the optimization variable and exponential with L, the band size. The proposed algorithm makes the implementation in real time of min-max predictive controllers possible.