eprintid: 477 rev_number: 14 eprint_status: archive userid: 7 dir: disk0/00/00/04/77 datestamp: 2011-07-27 08:35:35 lastmod: 2011-08-05 12:49:32 status_changed: 2011-07-27 08:35:35 type: book_section metadata_visibility: show contact_email: alberto.bemporad@imtlucca.it item_issues_count: 0 creators_name: Borrelli, Francesco creators_name: Baotic, Mato creators_name: Bemporad, Alberto creators_name: Morari, Manfred creators_id: creators_id: creators_id: alberto.bemporad@imtlucca.it creators_id: title: Efficient on-line computation of constrained optimal control ispublished: pub subjects: QA75 divisions: CSA full_text_status: none keywords: computational complexity; constrained optimal control; discrete-time linear time-invariant systems; explicit optimal control law evaluation; initial state; input constraints; model-predictive control; multi-parametric programming;online computation; open-loop constrained finite-time optimal controller; output constraints; piecewise-affine function; sampling time; storage demands; value function; computational complexity; constraint theory; control system analysis computing; mathematical programming; online operation; predictive control; time optimal control. abstract: For discrete-time linear time-invariant systems with constraints on inputs and outputs, the constrained finite-time optimal controller can be obtained explicitly as a piecewise-affine function of the initial state via multi-parametric programming. By exploiting the properties of the value function, we present two algorithms that efficiently perform the online evaluation of the explicit optimal control law both in terms of storage demands and computational complexity. The algorithms are particularly effective when used for model-predictive control (MPC) where an open-loop constrained finite-time optimal control problem has to be solved at each sampling time. date: 2008 date_type: published volume: 47 publisher: Society for Industrial and Applied Mathematics:3600 University City Science Center:Philadelphia, PA 19104:(800)447-7426, (215)382-9800, EMAIL: service@siam.org, INTERNET: http://www.siam.org, Fax: (215)386-7999 pagerange: 2470-2489 id_number: 10.1109/.2001.981046 refereed: TRUE isbn: 0-7803-7061-9 book_title: Conference on Decision and Contml official_url: http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=981046&isnumber=21128 citation: Borrelli, Francesco and Baotic, Mato and Bemporad, Alberto and Morari, Manfred Efficient on-line computation of constrained optimal control. In: Conference on Decision and Contml. Society for Industrial and Applied Mathematics:3600 University City Science Center:Philadelphia, PA 19104:(800)447-7426, (215)382-9800, EMAIL: service@siam.org, INTERNET: http://www.siam.org, Fax: (215)386-7999, pp. 2470-2489. ISBN 0-7803-7061-9 (2008)