Numerical methods for model predictive control | Gianluca Frison
| | 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 e fficient C code and compared each other.
In the second part, we de fine 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 e fficient implementation and comparison of different methods for solution of 2.1. | | Type | Master's thesis [Academic thesis] | | Year | 2012 | | Publisher | Technical University of Denmark, DTU Informatics, E-mail: reception@imm.dtu.dk | | Address | Asmussens Alle, Building 305, DK-2800 Kgs. Lyngby, Denmark | | Series | IMM-M.Sc.-2012-112 | | Note | | | Publication link | http://www.imm.dtu.dk/English.aspx | | BibTeX data | [bibtex] | | IMM Group(s) | Scientific Computing |
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