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Extreme MPC - Optimization in the microsecond world


S. Richter

IfA Internal Seminar Series

In this talk I will discuss how to solve the linear MPC problem with quadratic costs and constraints on the control inputs _online_ at every time-step and how to upper-bound the computational efforts a priori. It will be shown, that for a specified performance level meaningful bounds (e.g. flops, number of iterations) can be derived. The solution method of choice is a fast gradient method - developed by Y. Nesterov in 1983 - which seems to be less well-known in the community. Through its algorithmic simplicity the fast gradient method is well-suited for inexpensive computational devices. A practical implementation of the method for the control of an AC-DC power converter gets presented showing that solution times of <50 microseconds at <1kBytes memory usage are possible for a low-cost DSP.


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M. Morari

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