TY  - JOUR
SN  - 0005-1098
N2  - In this paper, the strictly convex quadratic program (QP) arising in model predictive control (MPC) for constrained linear systems is reformulated as a system of piecewise affine equations. A regularized piecewise smooth Newton method with exact line search on a convex, differentiable, piecewise-quadratic merit function is proposed for the solution of the reformulated problem. The algorithm has considerable merits when applied to MPC over standard active set or interior point algorithms. Its performance is tested and compared against state-of-the-art QP solvers on a series of benchmark problems. The proposed algorithm is orders of magnitudes faster, especially for large-scale problems and long horizons. For example, for the challenging crude distillation unit model of Pannocchia, Rawlings, and Wright (2007) with 252 states, 32 inputs, and 90 outputs, the average running time of the proposed approach is 1.57 ms.
ID  - eprints1022
EP  - 2022
PB  - Elsevier 
JF  - Automatica
IS  - 9
AV  - none
SP  - 2016
TI  - A global piecewise smooth Newton method for fast large-scale model predictive control
VL  - 47
UR  - http://www.sciencedirect.com/science/article/pii/S0005109811002974
A1  - Patrinos, Panagiotis
A1  - Sarimveis, Haralambos
A1  - Sopasakis, Pantelis
Y1  - 2011/09//
KW  - Model predictive control; Online optimization; Large-scale systems
ER  -