A linear MPC algorithm for embedded systems with computational complexity guarantees

@article{Necoara2014ALM,
  title={A linear MPC algorithm for embedded systems with computational complexity guarantees},
  author={Ion Necoara and Florin Stoican and Dragos N. Clipici and Andrei Patrascu and Morten Hovd},
  journal={2014 18th International Conference on System Theory, Control and Computing (ICSTCC)},
  year={2014},
  pages={363-368}
}
In this paper we propose a linear MPC scheme for embedded systems based on the dual fast gradient algorithm for solving the corresponding control problem. We establish computational complexity guarantees for the MPC scheme by appropriately deriving tight convergence estimates of order O(1/k2) for an average primal sequence generated by our proposed numerical optimization algorithm. We also show that these estimates rely heavily upon the dual optimal variables (Lagrange multipliers). Since… CONTINUE READING
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