TR2016-046
Sparse Preconditioning for Model Predictive Control
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- , "Sparse Preconditioning for Model Predictive Control", American Control Conference (ACC), DOI: 10.1109/ACC.2016.7526060, July 2016, pp. 4494-4499.BibTeX TR2016-046 PDF
- @inproceedings{Knyazev2016jul,
- author = {Knyazev, Andrew and Malyshev, Alexander},
- title = {Sparse Preconditioning for Model Predictive Control},
- booktitle = {American Control Conference (ACC)},
- year = 2016,
- pages = {4494--4499},
- month = jul,
- doi = {10.1109/ACC.2016.7526060},
- url = {https://www.merl.com/publications/TR2016-046}
- }
- , "Sparse Preconditioning for Model Predictive Control", American Control Conference (ACC), DOI: 10.1109/ACC.2016.7526060, July 2016, pp. 4494-4499.
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Research Area:
Abstract:
We propose fast O(N) preconditioning, where N is the number of gridpoints on the prediction horizon, for iterative solution of (non)-linear systems appearing in model predictive control methods such as forward-difference Newton-Krylov methods. The Continuation/GMRES method for nonlinear model predictive control, suggested by T. Ohtsuka in 2004, is a specific application of the Newton-Krylov method, which uses the GMRES iterative algorithm to solve a forward difference approximation of the optimality equations on every time step.
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