USING A MODIFIED PREDICTOR-CORRECTOR ALGORITHM FOR MODEL PREDICTIVE CONTROL
A. G. Wills* and W. P. Heath*
* Department of Electrical and Computer Engineering, University of Newcastle, Australia.
** Centre for Integrated Dynamics And Control (CIDAC), University of Newcastle, Australia.
A modified predictor-corrector algorithm is presented. This algorithm obtains a pre-specified point on the primal-dual central-path. It is shown to be suitable for a recently proposed class of receding horizon control laws which include a recentred barrier in the cost function. The significance of these controllers is that hard constraints are replaced by penalty type soft constraints, which has the effect of backing-off the control action near the constraint boundary. The class of controllers is parameterised by a positive scalar with an associated unconstrained minimisation problem. The solution to this problem for a fixed parameter value is given by the corresponding point on the primal-dual central-path.
Keywords: Receding horizon control, recentred barrier function, interior-point methods, predictor-corrector algorithm, self-scaled cones
Session slot T-Mo-M17: Problem-Specific Algorithms for Optimization Problems in/Area code 2d : Optimal Control

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