We show how to use a Lyapunov function to accelerate MPC for linear discrete-time systems with linear constraints and quadratic cost. Our method predicts, in the current time step, which constraints will be inactive in the next time step. These constraints can be removed from the online optimization problem of the next time step. The criterion for the detection of inactive constraints is based on the decrease of the Lyapunov function along the trajectory of the controlled system. The criterion is simple, easy to implement in existing MPC algorithms, and its computational cost is small.
Online constraint removal: Accelerating MPC with a Lyapunov function
PANNOCCHIA, GABRIELE;
2015-01-01
Abstract
We show how to use a Lyapunov function to accelerate MPC for linear discrete-time systems with linear constraints and quadratic cost. Our method predicts, in the current time step, which constraints will be inactive in the next time step. These constraints can be removed from the online optimization problem of the next time step. The criterion for the detection of inactive constraints is based on the decrease of the Lyapunov function along the trajectory of the controlled system. The criterion is simple, easy to implement in existing MPC algorithms, and its computational cost is small.File in questo prodotto:
File | Dimensione | Formato | |
---|---|---|---|
LyapunovConstraintRemoval.pdf
accesso aperto
Tipologia:
Documento in Post-print
Licenza:
Creative commons
Dimensione
393.83 kB
Formato
Adobe PDF
|
393.83 kB | Adobe PDF | Visualizza/Apri |
jost_pannocchia_moennigman_2015.pdf
solo utenti autorizzati
Tipologia:
Versione finale editoriale
Licenza:
NON PUBBLICO - Accesso privato/ristretto
Dimensione
573.95 kB
Formato
Adobe PDF
|
573.95 kB | Adobe PDF | Visualizza/Apri Richiedi una copia |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.