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Efficient On-Line Computation of Constrained Optimal Control

Author(s):

M. Baotic, F. Borrelli, A. Bemporad, M. Morari
Conference/Journal:

SIAM Journal on Control and Optimization, vol. 47, no. 5, pp. 2470-2489
Abstract:

We consider constrained finite-time optimal control problems for discrete-time linear time-invariant systems with constraints on inputs and outputs based on linear and quadratic performance indices. The solution to such problems is a time-varying piecewise affine (PWA) state-feedback law and can be computed by means of multiparametric programming. By exploiting the properties of the value function and the piecewise affine optimal control law of the constrained finite-time optimal control (CFTOC), we propose two new algorithms that avoid storing the polyhedral regions. The new algorithms significantly reduce the on-line storage demands and computational complexity during evaluation of the PWA feedback control law resulting from the CFTOC.

Year:

2008
Type of Publication:

(01)Article
Supervisor:



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% Autogenerated BibTeX entry
@Article { BaoEtal:2008:IFA_3111,
    author={M. Baotic and F. Borrelli and A. Bemporad and M. Morari},
    title={{Efficient On-Line Computation of Constrained Optimal
	  Control}},
    journal={SIAM Journal on Control and Optimization},
    year={2008},
    volume={47},
    number={5},
    pages={2470--2489},
    month=sep,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=3111}
}
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