Exploiting Chordality in Optimization Algorithms for Model Predictive Control
Optimization and Control
2017-11-29 v1
Abstract
In this chapter we show that chordal structure can be used to devise efficient optimization methods for many common model predictive control problems. The chordal structure is used both for computing search directions efficiently as well as for distributing all the other computations in an interior-point method for solving the problem. The chordal structure can stem both from the sequential nature of the problem as well as from distributed formulations of the problem related to scenario trees or other formulations. The framework enables efficient parallel computations.
Cite
@article{arxiv.1711.10254,
title = {Exploiting Chordality in Optimization Algorithms for Model Predictive Control},
author = {Anders Hansson and Sina Khoshfetrat Pakazad},
journal= {arXiv preprint arXiv:1711.10254},
year = {2017}
}
Comments
arXiv admin note: text overlap with arXiv:1502.06384