基于riccati的线性经济模型预测控制齐次自对偶内点法

2013 IEEE International Conference on Control Applications (CCA) Pub Date : 2013-11-14 DOI:10.1109/CCA.2013.6662814

Leo Emil Sokoler, G. Frison, Kristian Edlund, Anders Skajaa, J. B. Jørgensen

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引用次数: 10

摘要

本文针对线性系统经济模型预测控制中出现的线性规划问题，提出了一种有效的内点法。该算法的新颖之处在于它结合了齐次自对偶模型和专门的Riccati迭代过程。我们在电力系统管理的概念研究中测试了该算法。仿真表明，与最先进的ipm软件实现相比，我们的方法明显更快，并且以有利的方式扩展。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A riccati based homogeneous and self-dual interior-point method for linear economic model predictive control

In this paper, we develop an efficient interior-point method (IPM) for the linear programs arising in economic model predictive control of linear systems. The novelty of our algorithm is that it combines a homogeneous and self-dual model, and a specialized Riccati iteration procedure. We test the algorithm in a conceptual study of power systems management. Simulations show that in comparison to state of the art software implementation of IPMs, our method is significantly faster and scales in a favourable way.

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来源期刊

2013 IEEE International Conference on Control Applications (CCA)

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