A scalable QP solver for optimal control of cascades with constraints

Michael Cantoni, Farhad Farokhi, Eric Kerrigan, Iman Shames

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Citation (Scopus)

Abstract

A finite-horizon linear-quadratic control problem is studied. The structure of this problem is such that the input constraints, state constraints, and performance index, all separate across the underlying cascade of dynamical sub-systems. An equivalent quadratic program is formulated, for which a custom interior-point method is devised that exploits the special spatial structure of the problem. The computational burden of this method scales linearly with the number of sub-systems. By contrast, the computation cost scales cubically with the time horizon. Therefore, the custom method is advantageous in cases where the number of sub-systems is large relative to the time horizon. A numerical example is presented.

Original languageEnglish
Title of host publication2016 Australian Control Conference, AuCC 2016
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages132-134
Number of pages3
ISBN (Electronic)9781922107909
DOIs
Publication statusPublished - 1 Mar 2017
Externally publishedYes
Event2016 Australian Control Conference, AuCC 2016 - Newcastle, Australia
Duration: 3 Nov 20164 Nov 2016

Publication series

Name2016 Australian Control Conference, AuCC 2016

Conference

Conference2016 Australian Control Conference, AuCC 2016
Country/TerritoryAustralia
CityNewcastle
Period3/11/164/11/16

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