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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)In: Proceedings of the 15th IFAC World Congress, 2002, 296-296 p.Conference paper, Published paper (Refereed)
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
2002. 296-296 p.
Keyword [en]
Optimization, Second order cone programming, Model predictive control
National Category
Engineering and Technology Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-91137DOI: 10.3182/20020721-6-ES-1901.00298ISBN: 978-3-902661-74-6 (print)OAI: oai:DiVA.org:liu-91137DiVA: diva2:618397
Conference
15th IFAC World Congress, Barcelona, Spain, July, 2002
Available from: 2013-04-27 Created: 2013-04-17 Last updated: 2013-04-27

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Hansson, AndersÅkerblad, Magnus

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