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An O(log N) Parallel Algorithm for Newton Step Computation in 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.
2014 (English)In: In Proceedings of the 19th World Congress of the International Federation of Automatic Control, 2014, 10505-10511 p.Conference paper, Published paper (Refereed)
Abstract [en]

The use of Model Predictive Control is steadily increasing in industry as more complicated problems can be addressed. Due to that online optimization is usually performed, the main bottleneck with Model Predictive Control is the relatively high computational complexity. Hence, much research has been performed to find efficient algorithms that solve the optimization problem. As parallel hardware is becoming more commonly available, the demand of efficient parallel solvers for Model Predictive Control has increased. In this paper, a tailored parallel algorithm that can adopt different levels of parallelism for solving the Newton step is presented. With sufficiently many processing units, it is capable of reducing the computational growth to logarithmic in the prediction horizon. Since the Newton step computation is where most computational effort is spent in both interior-point and active-set solvers, this new algorithm can significantly reduce the computational complexity of highly relevant solvers for Model Predictive Control.

Place, publisher, year, edition, pages
2014. 10505-10511 p.
Keyword [en]
Model Predictive Control, Parallel Computation, Optimization
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-110783DOI: 10.3182/20140824-6-ZA-1003.01577OAI: oai:DiVA.org:liu-110783DiVA: diva2:748948
Conference
19th World Congress of the International Federation of Automatic Control, Cape Town, South Africa, August 24-29, 2014
Available from: 2014-09-22 Created: 2014-09-22 Last updated: 2015-09-10

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Automatic ControlThe Institute of Technology
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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