Title :
Fast QP algorithms for predictive control
Author :
Chisci, L. ; Zappa, G.
Author_Institution :
Dipt. di Sistemi e Inf., Firenze Univ., Italy
Abstract :
Fast QP (quadratic programming) algorithms for predictive control are investigated. It is shown how it is possible to reduce the computational complexity for the solution of the CLQ (constrained linear quadratic) regulation problem with arbitrary linear constraints, exploiting the active set method in combination with dynamic programming and triangularization techniques. The developed algorithmic tools can be used to increase the sampling rate in predictive control implementation
Keywords :
computational complexity; discrete time systems; dynamic programming; linear systems; predictive control; active set method; arbitrary linear constraints; constrained linear quadratic regulation problem; fast quadratic programming algorithms; sampling rate; triangularization techniques; Chemical processes; Control systems; Costs; Dynamic programming; Optimal control; Prediction algorithms; Predictive control; Quadratic programming; Sampling methods; Stability;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.833266
