A global piecewise smooth Newton method for fast large-scale model predictive control

Patrinos, P; Sopasakis, P; Sarimveis, H

dc.contributor.author	Patrinos, P	en
dc.contributor.author	Sopasakis, P	en
dc.contributor.author	Sarimveis, H	en
dc.date.accessioned	2014-03-01T01:34:53Z
dc.date.available	2014-03-01T01:34:53Z
dc.date.issued	2011	en
dc.identifier.issn	0005-1098	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/20917
dc.subject	Large-scale systems	en
dc.subject	Model predictive control	en
dc.subject	Online optimization	en
dc.subject.classification	Automation & Control Systems	en
dc.subject.classification	Engineering, Electrical & Electronic	en
dc.subject.other	Active sets	en
dc.subject.other	Average running time	en
dc.subject.other	Bench-mark problems	en
dc.subject.other	Constrained linear systems	en
dc.subject.other	Crude distillation units	en
dc.subject.other	Interior point algorithm	en
dc.subject.other	Large-scale problem	en
dc.subject.other	Line searches	en
dc.subject.other	Merit function	en
dc.subject.other	Online optimization	en
dc.subject.other	Orders of magnitude	en
dc.subject.other	Piecewise affines	en
dc.subject.other	Piecewise smooth	en
dc.subject.other	QP solvers	en
dc.subject.other	Quadratic programs	en
dc.subject.other	Algorithms	en
dc.subject.other	Distillation	en
dc.subject.other	Distillation equipment	en
dc.subject.other	Linear systems	en
dc.subject.other	Newton-Raphson method	en
dc.subject.other	Predictive control systems	en
dc.subject.other	Quadratic programming	en
dc.subject.other	Model predictive control	en
dc.title	A global piecewise smooth Newton method for fast large-scale model predictive control	en
heal.type	journalArticle	en
heal.identifier.primary	10.1016/j.automatica.2011.05.024	en
heal.identifier.secondary	http://dx.doi.org/10.1016/j.automatica.2011.05.024	en
heal.language	English	en
heal.publicationDate	2011	en
heal.abstract	In this paper, the strictly convex quadratic program (QP) arising in model predictive control (MPC) for constrained linear systems is reformulated as a system of piecewise affine equations. A regularized piecewise smooth Newton method with exact line search on a convex, differentiable, piecewise-quadratic merit function is proposed for the solution of the reformulated problem. The algorithm has considerable merits when applied to MPC over standard active set or interior point algorithms. Its performance is tested and compared against state-of-the-art QP solvers on a series of benchmark problems. The proposed algorithm is orders of magnitudes faster, especially for large-scale problems and long horizons. For example, for the challenging crude distillation unit model of Pannocchia, Rawlings, and Wright (2007) with 252 states, 32 inputs, and 90 outputs, the average running time of the proposed approach is 1.57 ms. (C) 2011 Elsevier Ltd. All rights reserved.	en
heal.publisher	PERGAMON-ELSEVIER SCIENCE LTD	en
heal.journalName	Automatica	en
dc.identifier.doi	10.1016/j.automatica.2011.05.024	en
dc.identifier.isi	ISI:000294877400020	en
dc.identifier.volume	47	en
dc.identifier.issue	9	en
dc.identifier.spage	2016	en
dc.identifier.epage	2022	en