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  4. Computational Complexity Certification for Real-Time MPC With Input Constraints Based on the Fast Gradient Method
 
research article

Computational Complexity Certification for Real-Time MPC With Input Constraints Based on the Fast Gradient Method

Richter, Stefan
•
Jones, Colin Neil
•
Morari, Manfred
2012
Ieee Transactions On Automatic Control

This paper proposes to use Nesterov's fast gradient method for the solution of linear quadratic model predictive control (MPC) problems with input constraints. The main focus is on the method's a priori computational complexity certification which consists of deriving lower iteration bounds such that a solution of pre-specified suboptimality is obtained for any possible state of the system. We investigate cold-and warm-starting strategies and provide an easily computable lower iteration bound for cold-starting and an asymptotic characterization of the bounds for warm-starting. Moreover, we characterize the set of MPC problems for which small iteration bounds and thus short solution times are expected. The theoretical findings and the practical relevance of the obtained lower iteration bounds are underpinned by various numerical examples and compared to certification results for a primal-dual interior point method.

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Type
research article
DOI
10.1109/TAC.2011.2176389
Web of Science ID

WOS:000304609300004

Author(s)
Richter, Stefan
Jones, Colin Neil
Morari, Manfred
Date Issued

2012

Publisher

Institute of Electrical and Electronics Engineers

Published in
Ieee Transactions On Automatic Control
Volume

57

Start page

1391

End page

1403

Subjects

Certification

•

gradient methods

•

optimization methods

•

predictive control

•

Receding Horizon Control

•

Model-Predictive Control

•

Active Set Strategy

•

Large-Scale

•

Systems

•

Stability

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LA  
Available on Infoscience
June 22, 2012
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/82050
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