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First Order Methods for MPC: Certification & Code Generation


S. Richter

UC Berkeley

In this talk we review certification issues in linear MPC with quadratic costs. We first discuss first order methods for smooth convex optimization and hint at the fast gradient method as an optimal first order method. Thereafter we apply it to input-only and input-and-state constrained MPC and provide some certification results for examples and real-world applications. Finally, we summarize the key features of FiOrdOs, a first order optimization code generator.

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M. Morari

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