eprintid: 2787
rev_number: 8
eprint_status: archive
userid: 69
dir: disk0/00/00/27/87
datestamp: 2015-10-28 14:52:49
lastmod: 2016-05-04 09:46:22
status_changed: 2015-10-28 14:52:49
type: article
metadata_visibility: show
creators_name: Bemporad, Alberto
creators_id: alberto.bemporad@imtlucca.it
title: A Quadratic Programming Algorithm Based on Nonnegative Least Squares with Applications to Embedded Model Predictive Control
ispublished: pub
subjects: QA
subjects: QA75
divisions: CSA
full_text_status: none
keywords: Linear systems;MATLAB;Matrix decomposition;Prediction algorithms;Predictive control;Quadratic programming;Active set methods;Model predictive control;Nonnegative least squares;Quadratic programming
abstract: This paper proposes an active set method based on nonnegative least squares (NNLS) to solve strictly convex quadratic programming (QP) problems, such as those that arise in Model Predictive Control (MPC). The main idea is to rephrase the QP problem as a Least Distance Problem (LDP) that is solved via a NNLS reformulation. While the method is rather general for solving strictly convex QP’s subject to linear inequality constraints, it is particularly useful for embedded MPC because (i) is very fast, compared to other existing state-of-theart QP algorithms, (ii) is very simple to code, requiring only basic arithmetic operations for computing LDLT decompositions recursively to solve linear systems of equations, (iii) contrary to iterative methods, provides the solution or recognizes infeasibility in a finite number of steps.
date: 2016
date_type: published
publication: IEEE Transactions on Automatic Control
volume: 61
number: 4
publisher: IEEE
pagerange: 1111-1116
id_number: 10.1109/TAC.2015.2459211
refereed: TRUE
issn: 0018-9286
official_url: http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=7163541&newsearch=true&queryText=quadratic%20programming%20algorithm%20based%20on%20nonnegative%20least%20squares%20with%20applications%20to%20embedded%20model%20predictive%20control
citation:   Bemporad, Alberto  A Quadratic Programming Algorithm Based on Nonnegative Least Squares with Applications to Embedded Model Predictive Control.  IEEE Transactions on Automatic Control, 61 (4).  pp. 1111-1116.  ISSN 0018-9286      (2016)