CUED Publications database

Banded Null Basis and ADMM for Embedded MPC

Dang, TV and Ling, KV and Maciejowski, J (2017) Banded Null Basis and ADMM for Embedded MPC. IFAC-PapersOnLine, 50. pp. 13170-13175.

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Abstract

© 2017 In this paper, we propose an improved QP solver for embedded implementations of MPC controllers. We adopt a “reduced Hessian” approach for handling the equality constraints that arise in the well-known “banded” formulation of MPC (in which the predicted states are not eliminated). Our key observation is that a banded basis exists for the null space of the banded equality-constraint matrix, and that this leads to a QP of the same size as the “condensed” formulation of MPC problems, which is considerably smaller than the “banded” formulation. We use the Alternating Direction Method of Multipliers (ADMM) - which is known to be particularly suitable for embedded implementations - to solve this smaller QP problem. Our C implementation results for a particular MPC example (a 9-state, 3-input quadrotor) show that our proposed algorithm is about 4 times faster than an existing well-performing ADMM variant (“indirect indicator” ADMM or “iiADMM”) and 3 times faster than the well-known QP solver CVXGEN. The convergence rate and code size of the proposed ADMM variant is also comparable with iiADMM.

Item Type: Article
Subjects: UNSPECIFIED
Divisions: Div F > Control
Depositing User: Cron Job
Date Deposited: 17 Apr 2018 02:26
Last Modified: 24 Oct 2019 12:03
DOI: 10.1016/j.ifacol.2017.08.2172