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Banded Null Basis and ADMM for Embedded MPC

Accepted version
Peer-reviewed

Type

Article

Change log

Authors

Dang, TV 
Ling, KV 

Abstract

© 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.

Description

Keywords

40 Engineering, 4008 Electrical Engineering

Journal Title

IFAC-PapersOnLine

Conference Name

Journal ISSN

2405-8963
2405-8963

Volume Title

50

Publisher

Elsevier BV
Sponsorship
National Research Foundation, Singapore.