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Execution time certification for gradient-based optimization in model predictive control

Giselsson, Pontus LU (2012) 51st IEEE Conference on Decision and Control, 2012 In [Host publication title missing] p.3165-3170
Abstract
We consider model predictive control (MPC) problems with linear dynamics, polytopic constraints, and quadratic objective. The resulting optimization problem is solved by applying an accelerated gradient method to the dual problem. The focus of this paper is to provide bounds on the number of iterations needed in the algorithm to guarantee a prespecified accuracy of the dual function value and the primal variables as well as guaranteeing a prespecified maximal constraint violation. The provided numerical example shows that the iteration bounds are tight enough to be useful in an inverted pendulum application.
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author
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
in
[Host publication title missing]
pages
3165 - 3170
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
conference name
51st IEEE Conference on Decision and Control, 2012
external identifiers
  • wos:000327200403085
  • scopus:84874236767
ISSN
0191-2216
project
LCCC
language
English
LU publication?
yes
id
7d03cc66-1185-4c76-b3ad-30f7fe7cd54d (old id 2278041)
date added to LUP
2012-01-09 14:33:11
date last changed
2017-06-04 04:13:58
@inproceedings{7d03cc66-1185-4c76-b3ad-30f7fe7cd54d,
  abstract     = {We consider model predictive control (MPC) problems with linear dynamics, polytopic constraints, and quadratic objective. The resulting optimization problem is solved by applying an accelerated gradient method to the dual problem. The focus of this paper is to provide bounds on the number of iterations needed in the algorithm to guarantee a prespecified accuracy of the dual function value and the primal variables as well as guaranteeing a prespecified maximal constraint violation. The provided numerical example shows that the iteration bounds are tight enough to be useful in an inverted pendulum application.},
  author       = {Giselsson, Pontus},
  booktitle    = {[Host publication title missing]},
  issn         = {0191-2216},
  language     = {eng},
  pages        = {3165--3170},
  publisher    = {IEEE--Institute of Electrical and Electronics Engineers Inc.},
  title        = {Execution time certification for gradient-based optimization in model predictive control},
  year         = {2012},
}