ACTIVE SET BASED INTERIOR POINT OPTIMIZATION METHOD FOR PREDICTIVE CONTROL

摘要

A control system for controlling an operation of a machine subject to constraints including equality and inequality constraints on state and control variables of the system iteratively solves an optimal control structured optimization problem (OCP), such that each iteration outputs primal variables and dual variables with respect to the equality constraints and dual variables and slack variables with respect to the inequality constraints. For a current iteration, the system classifies each of the inequality constraints as an active, an inactive or an undecided constraint based on a ratio of a slack variable to a dual variable of the corresponding inequality constraint determined by a previous iteration, finds an approximate solution to the set of relaxed optimality conditions subject to the equality constraints and the active and undecided inequality constraints, and update the primal, dual, and slack variables for each of the equality and inequality constraint.