ADMM for Block Circulant Model Predictive Control
Optimization and Control
2019-04-09 v1 Systems and Control
Abstract
This paper deals with model predictive control problems for large scale dynamical systems with cyclic symmetry. Based on the properties of block circulant matrices, we introduce a complex-valued coordinate transformation that block diagonalizes and truncates the original finite-horizon optimal control problem. Using this coordinate transformation, we develop a modified alternating direction method of multipliers (ADMM) algorithm for general constrained quadratic programs with block circulant blocks. We test our modified algorithm in two different simulated examples and show that our coordinate transformation significantly increases the computation speed.
Cite
@article{arxiv.1904.04115,
title = {ADMM for Block Circulant Model Predictive Control},
author = {Idris Kempf and Paul J. Goulart and Stephen Duncan},
journal= {arXiv preprint arXiv:1904.04115},
year = {2019}
}