Banded Null Basis and ADMM for Embedded MPC
| dc.contributor.author | Dang, TV | |
| dc.contributor.author | Ling, KV | |
| dc.contributor.author | Maciejowski, J | |
| dc.contributor.orcid | Maciejowski, Jan [0000-0001-8281-8364] | |
| dc.date.accessioned | 2018-12-19T00:30:44Z | |
| dc.date.available | 2018-12-19T00:30:44Z | |
| dc.date.issued | 2017-07 | |
| dc.description.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. | |
| dc.description.sponsorship | National Research Foundation, Singapore. | |
| dc.identifier.doi | 10.17863/CAM.34474 | |
| dc.identifier.eissn | 2405-8963 | |
| dc.identifier.issn | 2405-8963 | |
| dc.identifier.uri | https://www.repository.cam.ac.uk/handle/1810/287165 | |
| dc.language.iso | eng | |
| dc.publisher | Elsevier BV | |
| dc.publisher.url | http://dx.doi.org/10.1016/j.ifacol.2017.08.2172 | |
| dc.subject | 40 Engineering | |
| dc.subject | 4008 Electrical Engineering | |
| dc.title | Banded Null Basis and ADMM for Embedded MPC | |
| dc.type | Article | |
| dcterms.dateAccepted | 2017-02-27 | |
| prism.endingPage | 13175 | |
| prism.issueIdentifier | 1 | |
| prism.publicationDate | 2017 | |
| prism.publicationName | IFAC-PapersOnLine | |
| prism.startingPage | 13170 | |
| prism.volume | 50 | |
| rioxxterms.licenseref.startdate | 2017-07-01 | |
| rioxxterms.licenseref.uri | http://www.rioxx.net/licenses/all-rights-reserved | |
| rioxxterms.type | Journal Article/Review | |
| rioxxterms.version | AM | |
| rioxxterms.versionofrecord | 10.1016/j.ifacol.2017.08.2172 |
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