文章基本信息

标题：Preconditioning of conjugate gradient iterations in interior point MPC method
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作者：Alexander Malyshev ; Rien Quirynen ; Andrew Knyazev 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2018
卷号：51
期号：20
页码：394-399
DOI：10.1016/j.ifacol.2018.11.065
语种：English
出版社：Elsevier
摘要：AbstractThere are several efficient direct solvers for structured systems of linear equations defining search directions in primal-dual interior point methods applied to constrained model predictive control problems. We propose reusing matrix decompositions of direct solvers as preconditioners in Krylov-subspace methods applied to subsequent iterations of the interior point method, which results in at least halving its asymptotic computational complexity. We also analyze sensitivity of direct solvers to the regularization parameters.
关键词：Keywordsmodel predictive controlinterior pointpreconditioningconjugate gradient