Homotopy Continuation Solution Method in Nonlinear Model Predictive Control Applications
نویسندگان
چکیده
Abstract A new fast and efficient algorithm for the solution of the dynamic optimization problem resulted from the implementation of a model predictive control (MPC) framework in highly nonlinear dynamic systems is presented. The sequence of the optimal control actions is obtained through the solution of the parameterized set of the Karush-KuhnTucker (KKT) optimality conditions for the nonlinear program as resulted from a constructed homotopy with respect to the initial point of the dynamic optimization problem. A predictor-corrector continuation method tailored for large scale, sparse systems enables the quick calculation of the optimal solution as exhibited in challenging engineering problems such as the control of a cart with a double pendulum.
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