文章基本信息

标题：Exact Complexity Certification of an Early-Terminating Standard Primal Active-Set Method for Quadratic Programming
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作者：Daniel Arnström ; Daniel Axehill
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2020
卷号：53
期号：2
页码：6509-6515
DOI：10.1016/j.ifacol.2020.12.1802
语种：English
出版社：Elsevier
摘要：AbstractIn this paper we present a method to exactly certify the iteration complexity of a primal active-set algorithm for quadratic programs which is terminated early, given a specific multi-parametric quadratic program. The primal active-set algorithm’s real-time applicability is, hence, improved by early termination, increasing its computational efficiency, and by the proposed certification method, providing guarantees on worst-case behaviour. The certification method is illustrated on a multi-parametric quadratic program originating from model predictive control of an inverted pendulum, for which the relationship between allowed suboptimality and iterations needed by the primal active-set algorithm is presented.
关键词：KeywordsQuadratic programmingActive-set methodsLinear model predictive controlSuboptimal controlComplexity certification