An Exterior/Interior-point Approach to Infeasibility in Model Predictive Control
Research output: Contribution to conference › Paper › peer-review
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2004. 3701-3705 Paper presented at 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475), Maui, United States.
Research output: Contribution to conference › Paper › peer-review
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TY - CONF
T1 - An Exterior/Interior-point Approach to Infeasibility in Model Predictive Control
AU - Wills, A.G.
AU - Heath, W.P.
PY - 2004/3/15
Y1 - 2004/3/15
N2 - In this paper we address the issue of infeasibility in model predictive control. One popular way of dealing with infeasibility is to categorise constraints as being either hard or soft and include a penalty for soft constraint violations in the cost function. This penalty term can be made exact in the sense that all constraints will be satisfied if indeed possible. The exact penalty property is typically ensured by further including a linear term in the cost. If this term is not large enough, then the exact penalty property may be lost. We illustrate, by way of example, that choosing this term to be large may be detrimental to system dynamics. We propose a two stage process where feasibility is detected and then a model predictive control problem is solved using this new information. Our development is based on the classical exterior/interior-point framework which allows for an intuitive tuning procedure
AB - In this paper we address the issue of infeasibility in model predictive control. One popular way of dealing with infeasibility is to categorise constraints as being either hard or soft and include a penalty for soft constraint violations in the cost function. This penalty term can be made exact in the sense that all constraints will be satisfied if indeed possible. The exact penalty property is typically ensured by further including a linear term in the cost. If this term is not large enough, then the exact penalty property may be lost. We illustrate, by way of example, that choosing this term to be large may be detrimental to system dynamics. We propose a two stage process where feasibility is detected and then a model predictive control problem is solved using this new information. Our development is based on the classical exterior/interior-point framework which allows for an intuitive tuning procedure
U2 - 10.1109/CDC.2003.1271724
DO - 10.1109/CDC.2003.1271724
M3 - Papur
SP - 3701
EP - 3705
T2 - 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475)
Y2 - 9 December 2003 through 12 December 2003
ER -