An accelerated dual gradient-projection algorithm for linear model predictive control

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2012, Pages 662-667

  Patrinos, Panagiotis ^a   Bemporad, Alberto ^a  

^a IMT SCHOOL FOR ADVANCED STUDIES LUCCA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ITERATIVE METHODS; OPTIMAL SYSTEMS; QUADRATIC PROGRAMMING;

COMPUTATIONAL EFFORT; DUAL GRADIENT PROJECTION ALGORITHM; EMBEDDED CONTROL APPLICATIONS; GRADIENT PROJECTION METHODS; LINEAR TIME VARYING MODELS; NUMBER OF ITERATIONS; POLYHEDRAL CONSTRAINTS; QUADRATIC PROGRAMMING PROBLEMS;

MODEL PREDICTIVE CONTROL;

EID: 84874256756     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2012.6426458     Document Type: Conference Paper

References (20)

1. A. Bemporad, "Model-based predictive control design: New trends and tools," in Proc. 45th IEEE Conf. on Decision and Control, San Diego, CA, 2006, pp. 6678-6683.
2. H. Ferreau, H. Bock, and M. Diehl, "An online active set strategy to overcome the limitations of explicit MPC," International Journal of Robust and Nonlinear Control, vol. 18, no. 8, pp. 816-830, 2008.
3. J. Mattingley and S. Boyd, "CVXGEN: A code generator for embedded convex optimization," Optimization and Engineering, pp. 1-27, 2010.
4. P. Patrinos, P. Sopasakis, and H. Sarimveis, "A global piecewise smooth Newton method for fast large-scale model predictive control," Automatica, vol. 47, no. 9, pp. 2016-2022, 2011.
5. A. Bemporad, M. Morari, V. Dua, and E. Pistikopoulos, "The explicit linear quadratic regulator for constrained systems," Automatica, vol. 38, no. 1, pp. 3-20, 2002.
6. 2)," Soviet Mathematics Doklady, vol. 27, no. 2, pp. 372-376, 1983.
7. S. Richter, C. Jones, and M. Morari, "Real-time inputconstrained MPC using fast gradient methods," in Proc. 48th IEEE Conf. on Decision and Control, 2009, pp. 7387-7393.
8. S. Richter, M. Morari, and C. Jones, "Towards computational complexity certification for constrained MPC based on lagrange relaxation and the fast gradient method," in Proc. 50th IEEE Conf. on Decision and Control and European Control Conf., Orlando, USA, 2011, pp. 5223-5229.
9. P. Patrinos and A. Bemporad, "An accelerated dual gradientprojection algorithm for embedded linear model predictive control (extended version)," IMT Lucca, Italy, Internal report, 2012, submitted for publication.
10. D. Bertsekas, Nonlinear Programming, 2nd ed. Athena Scientific, 1999.
11. Y. Nesterov, Introductory lectures on convex optimization: A basic course. Kluwer Academic Publishers, 2004.
12. D. Bertsekas, Convex optimization theory. Athena Scientific, 2009.
13. P. Tseng, "On accelerated proximal gradient methods for convexconcave optimization," Department of Mathematics, University of Washington, Tech. Rep., 2008.
14. A. Beck and M. Teboulle, "A fast iterative shrinkage-thresholding algorithm for linear inverse problems," SIAM Journal on Imaging Sciences, vol. 2, no. 1, pp. 183-202, 2009.
15. Y. Nesterov, "Smooth minimization of non-smooth functions," Mathematical Programming, vol. 103, no. 1, pp. 127-152, 2005.
16. I. Necoara and J. Suykens, "Application of a smoothing technique to decomposition in convex optimization," IEEE Transactions on Automatic Control, vol. 53, no. 11, pp. 2674-2679, 2008.
17. P. Patrinos and H. Sarimveis, "A new algorithm for solving convex parametric quadratic programs based on graphical derivatives of solution mappings," Automatica, vol. 46, no. 9, pp. 1405-1418, 2010.
18. A. Zhang and S. Hayashi, "Celis-Dennis-Tapia based approach to quadratic fractional programming problems with two quadratic constraints," Numerical Algebra, Control and Optimization, vol. 1, no. 1, pp. 83-98, 2011.
19. W. Heemels, B. D. Schutter, and A. Bemporad, "Equivalence of hybrid dynamical models," Automatica, vol. 37, no. 7, pp. 1085-1091, Jul. 2001.
20. A. Bemporad and P. Patrinos, "Simple and certifiable quadratic programming algorithms for embedded linear model predictive control," in Proc. 4th IFAC Nonlinear Model Predictive Control Conference, F. A. M. Lazar, Ed., 2012, pp. 14-20.