2004
DOI: 10.1016/j.jprocont.2004.02.007
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A new optimization algorithm with application to nonlinear MPC

Abstract: This paper investigates application of SQP optimization algorithms to nonlinear model predictive control. It considers feasible vs. infeasible path methods, sequential vs. simultaneous methods and reduced vs. full space methods. A new optimization algorithm coined rFOPT which remains feasibile with respect to inequality constraints is introduced. The suitable choices between these various strategies are assessed informally through a small CSTR case study. The case study also considers the effect various discre… Show more

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Cited by 70 publications
(53 citation statements)
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“…Meadows and Rawlings [39] present an excellent tutorial on the numerical implementation of OCFE for NMPC. Biegler [40], Cuthrell and Biegler [41], Martinsen et al [42], and Tenny et al [43] provide detailed discussions on specific SQP based algorithmic implementations for NMPC. In the present implementation, each control interval in the prediction horizon was considered a single finite element for the purposes of OCFE.…”
Section: Resultsmentioning
confidence: 99%
“…Meadows and Rawlings [39] present an excellent tutorial on the numerical implementation of OCFE for NMPC. Biegler [40], Cuthrell and Biegler [41], Martinsen et al [42], and Tenny et al [43] provide detailed discussions on specific SQP based algorithmic implementations for NMPC. In the present implementation, each control interval in the prediction horizon was considered a single finite element for the purposes of OCFE.…”
Section: Resultsmentioning
confidence: 99%
“…Within SQP methods, the reduced Hessian method is a newly developed algorithm for solving NLP problems subject to equality constraints (c eq (x) = 0) [10,11,14] . It has been shown that the method is robust and less expensive to implement [12,13] .…”
Section: The Reduced Hessian Methodsmentioning
confidence: 99%
“…As shown in [12], the MPC method was carried out with the help of two 900-MHz IMB PPC processors, which actually cannot be accepted commercially. Despite the fact that there exists computationally efficient MPC algorithm with online linearization and quadratic optimization (e.g., [13][14][15]), where the online computational requirement is acceptable, such computational simplicity is generally realized by sacrificing the control performance as the linear approximation is invalid when the system state and input deviate far away from where they are linearized. Meanwhile, all these advanced methods still suffer from tiring tuning process [9].…”
Section: Introductionmentioning
confidence: 99%