TY - GEN
T1 - A scalable QP solver for optimal control of cascades with constraints
AU - Cantoni, Michael
AU - Farokhi, Farhad
AU - Kerrigan, Eric
AU - Shames, Iman
N1 - Publisher Copyright:
© 2016 Engineers Australia.
PY - 2017/3/1
Y1 - 2017/3/1
N2 - 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.
AB - 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.
KW - Interior-point methods
KW - Model predictive control
KW - Scalable computation
KW - String dynamics
UR - http://www.scopus.com/inward/record.url?scp=85016952814&partnerID=8YFLogxK
U2 - 10.1109/AUCC.2016.7868016
DO - 10.1109/AUCC.2016.7868016
M3 - Conference contribution
T3 - 2016 Australian Control Conference, AuCC 2016
SP - 132
EP - 134
BT - 2016 Australian Control Conference, AuCC 2016
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2016 Australian Control Conference, AuCC 2016
Y2 - 3 November 2016 through 4 November 2016
ER -