@MASTERSTHESIS\{IMM2012-06427,
    author       = "G. Frison",
    title        = "Numerical methods for model predictive control",
    year         = "2012",
    school       = "Technical University of Denmark, {DTU} Informatics, {E-}mail: reception@imm.dtu.dk",
    address      = "Asmussens Alle, Building 305, {DK-}2800 Kgs. Lyngby, Denmark",
    type         = "",
    note         = "{DTU} supervisor: John Bagterp J{\o}rgensen, jbj@imm.dtu.dk, {DTU} Informatics",
    url          = "http://www.imm.dtu.dk/English.aspx",
    abstract     = "This thesis mainly deals with the extended linear quadratic control problem 2.{1,} that is a special case of equality constrained quadratic program. 2.1 is a very general problem formulation, and it is useful for itself, since a number of other problems in optimal control and estimation of linear systems can be reduced to this form. Furthermore, it arises as sub-problem in sequential quadratic programs methods and interior-point methods for the solution of optimal control and estimation in case of non-linear systems and in presence of inequality constraints.
This thesis can be divided into two parts. In the rst part, we present and analyze a number of methods for the solution of problem 2.1. These methods have been implemented in efficient C code and compared each other.
In the second part, we define problem 8.{1,} that is an extension of problem 2.1 and takes into account also inequality constraints. Two interior-point methods
for the solution of problem 8.1 are presented and analyzed. Both methods have been implemented in C code and compared each other.
The focus is on the first part: the main goal of this thesis is the efficient implementation and comparison of different methods for solution of 2.1."
}