Primal formulation of parallel model predictive control

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This paper shows a method for decomposing a QP (quadratic programming) problem arising from linear model predictive control to small subproblems. The subproblems have the form of QP problems and they can be solved in parallel. The solution of the original QP problem is obtained by solving the subproblems iteratively. The distinct feature compared to the previous work is that the subproblems are directly formulated as modified finite horizon optimal control problems.

収録刊行物

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