Fast Generalized Predictive Control Based on Accelerated Dual Gradient Projection Method
نویسندگان
چکیده
منابع مشابه
Generalized Accelerated Gradient Methods for DMPC Based on Dual Decomposition
We consider distributed model predictive control (DMPC) where a sparse centralized optimization problem without a terminal cost or a terminal constraint set is solved in distributed fashion. Distribution of the optimization algorithm is enabled by dual decomposition.Gradient methods are usually used to solve the dual problem resulting from dual decomposition. However, gradient methods are known...
متن کاملReal-Time Model Predictive Control Based on Dual Gradient Projection: Theory and Fixed-Point FPGA Implementation
This paper proposes a method to design robust Model Predictive Control (MPC) laws for discrete-time linear systems with hard mixed constraints on states and inputs, in case only an inexact solution of the associated quadratic program is available, due to real-time requirements. By using a recently-proposed dual gradient projection algorithm, it is proved that the discrepancy of the optimal cont...
متن کاملImproved Fast Dual Gradient Methods for Embedded Model Predictive Control ⋆
Recently, several authors have suggested the use of first order methods, such as fast dual ascent and the alternating direction method of multipliers, for embedded model predictive control. The main reason is that they can be implemented using simple arithmetic operations only. In this paper, we present results that enable for significant improvements when using fast dual ascent for embedded mo...
متن کاملAn accelerated gradient based iterative algorithm for solving systems of coupled generalized Sylvester-transpose matrix equations
In this paper, an accelerated gradient based iterative algorithm for solving systems of coupled generalized Sylvester-transpose matrix equations is proposed. The convergence analysis of the algorithm is investigated. We show that the proposed algorithm converges to the exact solution for any initial value under certain assumptions. Finally, some numerical examples are given to demons...
متن کاملAccelerated gradient methods and dual decomposition in distributed model predictive control
We propose a distributed optimization algorithm for mixed L1/L2-norm optimization based on accelerated gradient methods using dual decomposition. The algorithm achieves convergence rate O( 1 k ), where k is the iteration number, which significantly improves the convergence rates of existing duality-based distributed optimization algorithms that achieve O( 1 k ). The performance of the developed...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2019
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2019.06.108