A dual Newton strategy with fixed iteration complexity for multi-stage MPC
نویسندگان
چکیده
This paper considers the problem of solving Quadratic Programs (QPs) in the context of multi-stage Model Predictive Control (MPC). A Newton strategy is considered on the dual of the problem to achieve a parallelizable method. In this context, it has been observed that the globalization strategy can be expensive. In this paper, we propose to dualize both the nonanticipativity constraints and the dynamics in order to obtain a computationally cheap globalization. The dual Newton system is then reformulated to small highly structured linear systems that to a large extent can be solved in parallel.
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