Abstract
We propose a primal-dual interior-point (PDIP) method for solving quadratic programming problems with linear inequality constraints that typically arise from MPC applications. We show that the solver converges (locally) quadratically to a suboptimal solution of the MPC problem. PDIP solvers rely on two phases: the damped and the pure Newton phases. Compared to state-of-the-art PDIP methods, our solver replaces the initial damped Newton phase (usually used to compute a medium-accuracy solution) with a dual solver based on Nesterov's fast gradient scheme (DFG) that converges with a sublinear convergence rate of order O(1/k2) to a medium-accuracy solution. The switching strategy to the pure Newton phase, compared to the state of the art, is computed in the dual space to exploit the dual information provided by the DFG in the first phase. Removing the damped Newton phase has the additional advantage that our solver saves the computational effort required by backtracking line search. The effectiveness of the proposed solver is demonstrated on a 2-dimensional discrete-time unstable system and on an aerospace application
Original language | English |
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Title of host publication | Proceedings of the 2017 56th IEEE Annual Conference on Decision and Control |
Editors | A Astolfi |
Place of Publication | Piscataway, NJ, USA |
Publisher | IEEE |
Pages | 1126-1131 |
ISBN (Electronic) | 978-1-5090-2873-3 |
ISBN (Print) | 978-1-5090-2874-0 |
DOIs | |
Publication status | Published - 2017 |
Event | CDC 2017: 56th IEEE Annual Conference on Decision and Control - Melbourne, Australia Duration: 12 Dec 2017 → 15 Dec 2017 http://cdc2017.ieeecss.org/ |
Conference
Conference | CDC 2017: 56th IEEE Annual Conference on Decision and Control |
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Country/Territory | Australia |
City | Melbourne |
Period | 12/12/17 → 15/12/17 |
Other | The CDC is recognized as the premier scientific and engineering conference dedicated to the advancement of the theory and practice of systems and control. The CDC annually brings together an international community of researchers and practitioners in the field of automatic control to discuss new research results, perspectives on future developments, and innovative applications relevant to decision making, systems and control, and related areas. |
Internet address |