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Efficient Solution of Second Order Cone Program for Model Predictive Control

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Abstract:
It will be shown how to efficiently solve an optimal control problem with applications to model predictive control. The objective is quadratic and the constraints can be both linear and quadratic. The key to an efficient implementation is to rewrite the optimization problem as a second order cone program. This can be done in many different ways. However, done carefully, it is possible to use both very efficient scalings as well as Riccati recursions for computing the search directions.

Type of Seminar:
Public Seminar
Speaker:
Prof. Anders Hansson
Division of Automatic Control Linköping University Sweden
Date/Time:
Jun 14, 2002   13:45
Location:

ETH Zentrum, Physikstrasse 3, 8006 Zurich, Building ETL, Room K25
Contact Person:

Prof. P. Parrilo
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Biographical Sketch:
Anders Hansson was born in Trelleborg, Sweden, in 1964. He received the Master of Science degree in Electrical Engineering in 1989, the Degree of Licentiate of Engineering in Automatic Control in 1991, and the PhD in Automatic Control in 1995, all from Lund University, Lund, Sweden. In 1989, 1992, and 1995 he spent three months at Landis & Gyr AG, Switzerland. During the academic year 1992-1993 he spent six months at Imperial College in London, UK. From 1989 until 1995 he was a Teaching Assistant at the Department of Automatic Control, Lund Institute of Technology. From 1995 until 1997 he was a postdoctoral student, and from 1997 until 1998 a research associate at the Information Systems Lab, Department of Electrical Engineering, Stanford University. In 1998 he was appointed assistant professor and in 2000 associate professor at S3-Automatic Control, Royal Institute of Technology, Stockholm, Sweden. >From 2001 he is an associate professor at the Division of Automatic Control, Linköping University. His research interests are within the fields of optimal control, stochastic control, linear systems, signal processing, fuzzy logic, applications of control, image processing, and telecommunications. He got the SAAB-Scania Research Award in 1992.