Computational Efficiency of Laguerre MPC using Active Set Method

Bilal Khan and Anthony Rossiter


MPC, Computational Efficiency, Active Set Methods, Feasibility


This paper explores the computational efficiency of the recently developed Laguerre optimal MPC. Laguerre OMPC facilitates substantial improvements in feasibility with little or no detriment to performance while not increasing the number of optimisation variables. However, it is shown that some of the structure of the optimisation problem is lost when using a Laguerre parameterisation. In contrast, Optimal MPC can has a strong structure which can be exploited in the active set method thus allowing relatively inexpensive optimisation with large numbers of degrees of freedom. This paper contrasts the two approaches to predictive control and in particular the computational load using both a generic optimiser and active set methods.

Important Links:

Go Back