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Efficient Solution of Second Order Cone Program for Model Predictive Control
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering. Linköping University, The Institute of Technology.
2002 (English)Report (Other academic)
Abstract [en]

In this paper it is shown how to efficiently solve an optimal control problem with applications to model predictive control. The objective is quadratic and the constraints can be both linear and quadratic. The key to an efficient implementation is to rewrite the optimization problem as a second order cone program. This can be done in many different ways. However, done carefully, it is possible to use both very efficient scalings as well as Riccati recursions for computing the search directions.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2002. , 8 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 2422
Keyword [en]
Optimization, Second order cone programming, Model predictive control
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55680ISRN: LiTH-ISY-R-2422OAI: oai:DiVA.org:liu-55680DiVA: diva2:316391
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-08-21Bibliographically approved

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Åkerblad, Magnus

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Automatic ControlThe Institute of TechnologyDepartment of Electrical Engineering
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  • de-DE
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  • nn-NB
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Output format
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