Sokoler, Leo Emil5; Edlund, Kristian6; Frison, Gianluca1; Skajaa, Anders1; Jørgensen, John Bagterp7
1 Department of Informatics and Mathematical Modeling, Technical University of Denmark2 Scientific Computing, Department of Informatics and Mathematical Modeling, Technical University of Denmark3 Computer Science and Engineering, Department of Informatics and Mathematical Modeling, Technical University of Denmark4 Center for Energy Resources Engineering, Center, Technical University of Denmark5 Scientific Computing, Department of Applied Mathematics and Computer Science, Technical University of Denmark6 Department of Chemical and Biochemical Engineering, Technical University of Denmark7 Copenhagen Center for Health Technology, Center, Technical University of Denmark
In this paper, we develop an efficient homogeneous and self-dual interior-point method for the linear programs arising in economic model predictive control. To exploit structure in the optimization problems, the algorithm employs a highly specialized Riccati iteration procedure. Simulations show that in comparison to conventional interior-point methods, our solver is a) significantly faster per. iteration and b) converges in a smaller and less fluctuating number of iterations.
10th European Workshop on Advanced Control and Diagnosis (acd 2012), 2012
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10th European Workshop on Advanced Control and Diagnosis, 2012