Banded Null Basis and ADMM for Embedded MPC
MetadataShow full item record
Dang, T., Ling, K., & Maciejowski, J. (2017). Banded Null Basis and ADMM for Embedded MPC. 50 (1), 13170-13175. https://doi.org/10.1016/j.ifacol.2017.08.2172
© 2017 In this paper, we propose an improved QP solver for embedded implementations of MPC controllers. We adopt a “reduced Hessian” approach for handling the equality constraints that arise in the well-known “banded” formulation of MPC (in which the predicted states are not eliminated). Our key observation is that a banded basis exists for the null space of the banded equality-constraint matrix, and that this leads to a QP of the same size as the “condensed” formulation of MPC problems, which is considerably smaller than the “banded” formulation. We use the Alternating Direction Method of Multipliers (ADMM) - which is known to be particularly suitable for embedded implementations - to solve this smaller QP problem. Our C implementation results for a particular MPC example (a 9-state, 3-input quadrotor) show that our proposed algorithm is about 4 times faster than an existing well-performing ADMM variant (“indirect indicator” ADMM or “iiADMM”) and 3 times faster than the well-known QP solver CVXGEN. The convergence rate and code size of the proposed ADMM variant is also comparable with iiADMM.
National Research Foundation, Singapore.
External DOI: https://doi.org/10.1016/j.ifacol.2017.08.2172
This record's URL: https://www.repository.cam.ac.uk/handle/1810/287165