Efficient implementation of the Riccati recursion for solving linear-quadratic control problems

In both Active-Set (AS) and Interior-Point (IP) algorithms for Model Predictive Control (MPC), sub-problems in the form of linear-quadratic (LQ) control problems need to be solved at each iteration. The solution of these sub-problems is typically the main computational effort at each iteration. In this paper, we compare a number of solvers for an extended… (More)