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An FPGA Implementation of a Sparse Quadratic Programming Solver for Constrained Predictive Control


J.L. Jerez, G. Constantinides, E.C. Kerrigan

ACM Symposium on Field Programmable Gate Arrays, Monterey, CA, USA, pp. 209-218

Model predictive control (MPC) is an advanced industrial control technique that relies on the solution of a quadratic programming (QP) problem at every sampling instant to determine the input action required to control the current and future behaviour of a physical system. Its ability in handling large multiple input multiple output (MIMO) systems with physical constraints has led to very successful applications in slow processes, where there is sufficient time for solving the optimization problem between sampling instants. The application of MPC to faster systems, which adds the requirement of greater sampling frequencies, relies on new ways of finding faster solutions to QP problems. Field-programmable gate arrays (FPGAs) are specially well suited for this application due to the large amount of computation for a small amount of I/O. In addition, unlike a software implementation, an FPGA can provide the precise timing guarantees required for interfacing the controller to the physical system. We present a high-throughput floating-point FPGA implementation that exploits the parallelism inherent in interior-point optimization methods. It is shown that by considering that the QPs come from a control formulation, it is possible to make heavy use of the sparsity in the problem to save computations and reduce memory requirements by 75%. The implementation yields a 6.5x improvement in latency and a 51x improvement in throughput for large problems over a software implementation running on a general purpose microprocessor.


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% Autogenerated BibTeX entry
@InProceedings { JerCon:2011:IFA_4697,
    author={J.L. Jerez and G. Constantinides and E.C. Kerrigan},
    title={{An FPGA Implementation of a Sparse Quadratic Programming
	  Solver for Constrained Predictive Control}},
    booktitle={ACM Symposium on Field Programmable Gate Arrays},
    address={Monterey, CA, USA},
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