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Electrical Engineering and Systems Science > Systems and Control
Title: An Execution-time-certified QP Algorithm for $\ell_1$ penalty-based Soft-constrained MPC
(Submitted on 27 Mar 2024 (v1), last revised 8 Apr 2024 (this version, v2))
Abstract: Providing an execution time certificate and handling possible infeasibility in closed-loop are two pressing requirements of Model Predictive Control (MPC). To simultaneously meet these two requirements, this paper uses an $\ell_1$ penalty-based soft-constrained MPC formulation and innovatively transforms the resulting non-smooth QP into a box-constrained QP, which is solved by our previously proposed direct and execution-time certified algorithm with only dimension-dependent (data-independent), simple-calculated and exact number of iterations (Wu and Braatz (2023)). This approach not only overcomes the limitation of our previously proposed algorithm (Wu and Braatz (2023)), only applicable to input-constrained MPC, but also enjoys exact recovery feature (exactly recover the same solution when the original problem is feasible) of $\ell_1$ penalty-based soft-constrained MPC formulation without suffering numerical difficulty of the resulting non-smoothness. Other various real-time QP applications, not limited to MPC, would also benefit from our QP algorithm with execution-time certificate and global feasibility.
Submission history
From: Liang Wu [view email][v1] Wed, 27 Mar 2024 03:50:14 GMT (75kb,D)
[v2] Mon, 8 Apr 2024 04:10:54 GMT (42kb,D)
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