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arXiv · 1512.00375

Sparse preconditioning for model predictive control

Andrew Knyazev·Alexander Malyshev
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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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BibTeXRIS

Andrew Knyazev, Alexander Malyshev. 2015-12-01. Sparse preconditioning for model predictive control. https://doi.org/10.1109/acc.2016.7526060

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