eprintid: 2328 rev_number: 12 eprint_status: archive userid: 6 dir: disk0/00/00/23/28 datestamp: 2014-10-22 07:55:49 lastmod: 2015-04-07 14:04:19 status_changed: 2014-10-22 07:55:49 type: book_section metadata_visibility: show creators_name: Guiggiani, Alberto creators_name: Patrinos, Panagiotis creators_name: Bemporad, Alberto creators_id: alberto.guiggiani@imtlucca.it creators_id: panagiotis.patrinos@imtlucca.it creators_id: alberto.bemporad@imtlucca.it title: Fixed-point implementation of a proximal Newton method for embedded model predictive control (I) ispublished: pub subjects: TL divisions: CSA full_text_status: public pres_type: paper keywords: Identification and control methods; Cyber-Physical Systems note: 19th IFAC World Congress, August 24-29, 2014, Cape Town, South Africa abstract: Extending the success of model predictive control (MPC) technologies in embedded applications heavily depends on the capability of improving quadratic programming (QP) solvers. Improvements can be done in two directions: better algorithms that reduce the number of arithmetic operations required to compute a solution, and more efficient architectures in terms of speed, power consumption, memory occupancy and cost. This paper proposes a fixed point implementation of a proximal Newton method to solve optimization problems arising in input-constrained MPC. The main advantages of the algorithm are its fast asymptotic convergence rate and its relatively low computational cost per iteration since it the solution of a small linear system is required. A detailed analysis on the effects of quantization errors is presented, showing the robustness of the algorithm with respect to finite-precision computations. A hardware implementation with specific optimizations to minimize computation times and memory footprint is also described, demonstrating the viability of low-cost, low-power controllers for high-bandwidth MPC applications. The algorithm is shown to be very effective for embedded MPC applications through a number of simulation experiments. date: 2014-08 date_type: published publisher: IFAC pagerange: 2921-2926 id_number: 10.3182/20140824-6-ZA-1003.00992 refereed: TRUE isbn: 978-3-902823-62-5 book_title: Proceedings of the 19th IFAC World Congress official_url: http://www.ifac-papersonline.net/Detailed/66145.html citation: Guiggiani, Alberto and Patrinos, Panagiotis and Bemporad, Alberto Fixed-point implementation of a proximal Newton method for embedded model predictive control (I). In: Proceedings of the 19th IFAC World Congress. IFAC, pp. 2921-2926. ISBN 978-3-902823-62-5 (2014) document_url: http://eprints.imtlucca.it/2328/1/Patrinos_Guggiani_Bemporad_IFAC14.pdf