eprintid: 2331
rev_number: 7
eprint_status: archive
userid: 6
dir: disk0/00/00/23/31
datestamp: 2014-10-22 09:53:27
lastmod: 2014-10-22 10:00:58
status_changed: 2014-10-22 09:53:27
type: article
metadata_visibility: show
creators_name: Rubagotti, Matteo
creators_name: Patrinos, Panagiotis
creators_name: Bemporad, Alberto
creators_id: 
creators_id: panagiotis.patrinos@imtlucca.it
creators_id: alberto.bemporad@imtlucca.it
title: Stabilizing linear model predictive control under inexact numerical optimization
ispublished: pub
subjects: QA75
subjects: TL
divisions: CSA
full_text_status: none
keywords: Embedded control; model predictive control (MPC); numerical optimization; real-time control
abstract: This note describes a model predictive control (MPC) formulation for discrete-time linear systems with hard constraints on control and state variables, under the assumption that the solution of the associated quadratic program is neither optimal nor satisfies the inequality constraints. This is common in embedded control applications, for which real-time constraints and limited computing resources dictate restrictions on the possible number of on-line iterations that can be performed within a sampling period. The proposed approach is rather general, in that it does not refer to a particular optimization algorithm, and is based on the definition of an alternative MPC problem that we assume can only be solved within bounded levels of suboptimality, and violation of the inequality constraints. By showing that the inexact solution is a feasible suboptimal one for the original problem, asymptotic or exponential stability is guaranteed for the closed-loop system. Based on the above general results, we focus on a specific dual accelerated gradient-projection method to obtain a stabilizing MPC law that only requires a predetermined maximum number of on-line iterations.
date: 2014-06
date_type: published
publication: IEEE Transactions on Automatic Control 
volume: 59
number: 6
publisher: IEEE 
pagerange: 1660-1666
id_number: 10.1109/TAC.2013.2293451
refereed: TRUE
issn: 0018-9286
official_url: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6725631&isnumber=6819104
citation:   Rubagotti, Matteo and Patrinos, Panagiotis and Bemporad, Alberto  Stabilizing linear model predictive control under inexact numerical optimization.  IEEE Transactions on Automatic Control , 59 (6).  pp. 1660-1666.  ISSN 0018-9286      (2014)