liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Low-rank Modifications of Riccati Factorizations with Applications to Model Predictive Control
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.ORCID iD: 0000-0001-6957-2603
2013 (English)In: Proceedings of 52nd IEEE Conference on Decision and Control, IEEE conference proceedings, 2013, 3684-3690 p.Conference paper, Published paper (Refereed)
Abstract [en]

In optimization algorithms used for on-line Model Predictive Control (MPC), the main computational effort is spent while solving linear systems of equations to obtain search directions. Hence, it is of greatest interest to solve them efficiently, which commonly is performed using Riccati recursions or generic sparsity exploiting algorithms. The focus in this work is efficient search direction computation for active-set methods. In these methods, the system of equations to be solved in each iteration is only changed by a low-rank modification of the previous one. This highly structured change of the system of equations from one iteration to the next one is an important ingredient in the performance of active-set solvers. It seems very appealing to try to make a structured update of the Riccati factorization, which has not been presented in the literature so far. The main objective of this paper is to present such an algorithm for how to update the Riccati factorization in a structured way in an active-set solver. The result of the work is that the computational complexity of the step direction computation can be significantly reduced for problems with bound constraints on the control signal. This in turn has important implications for the computational performance of active-set solvers used for linear, nonlinear as well as hybrid MPC.

Place, publisher, year, edition, pages
IEEE conference proceedings, 2013. 3684-3690 p.
Keyword [en]
Model Predictive Control, Riccati factorization, Low-rank
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-103486DOI: 10.1109/CDC.2013.6760450ISBN: 978-1-4673-5717-3 (print)ISBN: 978-1-4673-5714-2 (print)OAI: oai:DiVA.org:liu-103486DiVA: diva2:689259
Conference
52nd IEEE Conference on Decision and Control December 10-13, 2013. Florence, Italy
Available from: 2014-01-20 Created: 2014-01-20 Last updated: 2016-08-31

Open Access in DiVA

fulltext(372 kB)211 downloads
File information
File name FULLTEXT02.pdfFile size 372 kBChecksum SHA-512
0a6fbc786ed3308bcee29cd848df2f9c575800d82cf7f29303f89f171b6bbd200c88e9d1907d46a0b6bcc9aca74a251ccdf9e3414f57e2ce3ae0767e020f8bb0
Type fulltextMimetype application/pdf

Other links

Publisher's full text

Authority records BETA

Nielsen, IsakAnkelhed, DanielAxehill, Daniel

Search in DiVA

By author/editor
Nielsen, IsakAnkelhed, DanielAxehill, Daniel
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 212 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 7696 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf