文章基本信息

标题：Approximate inverses in preconditioned fast dual gradient methods for MPC
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作者：Emil Klintberg ; Sebastien Gros
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2017
卷号：50
期号：1
页码：5901-5906
DOI：10.1016/j.ifacol.2017.08.1321
语种：English
出版社：Elsevier
摘要：AbstractThis paper considers the usage of approximate inverses in a preconditioned fast dual proximal gradient method for Model Predictive Control (MPC). We show that for a dualization of the dynamic constraints, the dense preconditioner is an exponentially off-diagonally decaying matrix. By approximating the preconditioner by a banded matrix, the computational cost per iteration can be decreased, while early numerical tests indicate that the number of iterations is almost unaffected in cases where the off-diagonal decay is rapid.
关键词：KeywordsModel predictive controlOptimization methodsEmbedded optimizationFast gradient methodsApproximate inverses