A primal-dual active-set method for distributed model predictive control

被引:15
作者
Koehler, Sarah [1 ]
Danielson, Claus [1 ]
Borrelli, Francesco [1 ]
机构
[1] Univ Calif Berkeley, Dept Mech Engn, Berkeley, CA 94720 USA
基金
美国国家科学基金会;
关键词
control of constrained systems; networked control systems; distributed optimization; large-scale optimization problems and methods; ALGORITHM; SYSTEMS; OPTIMIZATION; PROGRAMS; ADMM;
D O I
10.1002/oca.2262
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We present a novel distributed primal-dual active-set method for model predictive control. The primal-dual active-set method is used for solving model predictive control problems for large-scale systems with quadratic cost, linear dynamics, additive disturbance, and box constraints. The proposed algorithm is compared with dual decomposition and an alternating direction method of multipliers. Theoretical and experimental results show the effectiveness of the proposed approach for large-scale systems with communication delays. The application to building control systems is thoroughly investigated. Copyright (C) 2016 John Wiley & Sons, Ltd.
引用
收藏
页码:399 / 419
页数:21
相关论文
共 41 条
[1]  
[Anonymous], 2006, TECH REP
[2]  
Bengea S.C., 2012, 2 INT C BUILDING ENE, P121
[3]  
Bertsekas DP, 1989, PARALLEL DISTRIBUTED, V290, P130
[4]   LOCAL LINEAR CONVERGENCE OF THE ALTERNATING DIRECTION METHOD OF MULTIPLIERS ON QUADRATIC OR LINEAR PROGRAMS [J].
Boley, Daniel .
SIAM JOURNAL ON OPTIMIZATION, 2013, 23 (04) :2183-2207
[5]   Distributed optimization and statistical learning via the alternating direction method of multipliers [J].
Boyd S. ;
Parikh N. ;
Chu E. ;
Peleato B. ;
Eckstein J. .
Foundations and Trends in Machine Learning, 2010, 3 (01) :1-122
[6]  
Boyd S., 2003, Notes on Decomposition Methods. Online at
[7]  
Bushby S., 1994, CONSTRUCTION BUSINES, V4, P62
[8]   Distributed model predictive control: A tutorial review and future research directions [J].
Christofides, Panagiotis D. ;
Scattolini, Riccardo ;
Munoz de la Pena, David ;
Liu, Jinfeng .
COMPUTERS & CHEMICAL ENGINEERING, 2013, 51 :21-41
[9]   A globally convergent primal-dual active-set framework for large-scale convex quadratic optimization [J].
Curtis, Frank E. ;
Han, Zheng ;
Robinson, Daniel P. .
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2015, 60 (02) :311-341
[10]  
Demmel J.W., 1997, SOC IND APPL MATH