# Computation of the Constrained Infinite Time Linear Quadratic Regulator

Author(s):P. Grieder, F. Borrelli, F.D. Torrisi, M. Morari |
Conference/Journal:vol. AUT02-09 |

Abstract:This paper presents an efficient and novel algorithm for computing the solution to the constrained infinite time LQR (CLQR) problem. The algorithm combines multi-parametric quadratic programming with reachability analysis to obtain the optimal piecewise affine (PWA) feedback law. The algorithm significantly improves on the time necessary to compute the PWA solution for the CLQR when compared to any other approach. The algorithm also automatically computes the minimal finite horizon $ar{N}$ such that the constrained finite horizon LQR problem equals the CLQR problem for a compact set of points. In view of the points above, the on-line computation of the CLQR can also be significantly improved by either evaluating the PWA solution or by computing finite dimensional quadratic program associated to the CLQR for a horizon of $N=ar{N}$. | Year:2002 |

Type of Publication:(04)Technical Report | |

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% Autogenerated BibTeX entry @TechReport { GriEtal:2002:IFA_192, author={P. Grieder and F. Borrelli and F.D. Torrisi and M. Morari}, title={{Computation of the Constrained Infinite Time Linear Quadratic Regulator}}, institution={}, year={2002}, number={}, address={}, month=aug, url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=192} } | |

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