Sparse preconditioning for model predictive control

@article{Knyazev2016SparsePF,
  title={Sparse preconditioning for model predictive control},
  author={A. Knyazev and A. Malyshev},
  journal={2016 American Control Conference (ACC)},
  year={2016},
  pages={4494-4499}
}
We propose fast O(N) preconditioning, where N is the number of gridpoints on the prediction horizon, for iterative solution of (non)-linear systems appearing in model predictive control methods such as forward-difference Newton-Krylov methods. The Continuation/GMRES method for nonlinear model predictive control, suggested by T. Ohtsuka in 2004, is a specific application of the Newton-Krylov method, which uses the GMRES iterative algorithm to solve a forward difference approximation of the… Expand
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