A dual Newton strategy for the efficient solution of sparse quadratic programs arising in SQP-based nonlinear MPC

@inproceedings{Frasch2013ADN,
  title={A dual Newton strategy for the efficient solution of sparse quadratic programs arising in SQP-based nonlinear MPC},
  author={Janick V. Frasch and Milan Vukov and Hans Joachim Ferreau and Moritz Diehl},
  year={2013}
}
A large class of linear and nonlinear model predictive control (MPC) algorithms requires the solution of a sparse structured quadratic program (QP) at each sampling time. We propose a novel algorithm based on a dual Newton strategy that aims at combining sparsity exploitation features of an interior point method with warm-starting capabilities of an active-set method. We address algorithmic details and present the open-source implementation qpDUNES. The performance of the solver in combination… CONTINUE READING

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