Zeilinger, Melanie NicoleRaimondo, Davide M.Domahidi, AlexanderMorari, ManfredJones, Colin2014-02-032014-02-032014-02-03201410.1016/j.automatica.2013.11.019https://infoscience.epfl.ch/handle/20.500.14299/100347WOS:000334003500002High-speed applications impose a hard real-time constraint on the solution of a model predictive control (MPC) problem, which generally prevents the computation of the optimal control input. As a result, in most MPC implementations guarantees on feasibility and stability are sacrificed in order to achieve a real-time setting. In this paper we develop a real-time MPC approach for linear systems that provides these guarantees for arbitrary time constraints, allowing one to trade off computation time vs. performance. Stability is guaranteed by means of a constraint, enforcing that the resulting suboptimal MPC cost is a Lyapunov function. The key is then to guarantee feasibility in real-time, which is achieved by the proposed algorithm through a warm-starting technique in combination with robust MPC design. We address both regulation and tracking of piecewise constant references. As a main contribution of this paper, a new warm-start procedure together with a Lyapunov function for real-time tracking is presented. In addition to providing strong theoretical guarantees, the proposed method can be implemented at high sampling rates. Simulation examples demonstrate the effectiveness of the real-time scheme and show that computation times in the millisecond range can be achieved.Real-time model predictive controlLinear systemsOptimal controltext::journal::journal article::research article