Conference paper
A riccati based homogeneous and self-dual interior-point method for linear economic model predictive control
In
2013 Ieee International Conference on Control Applications (cca)
—
2013, pp. 592-598
From
DONG Energy, Gentofte, Denmark1
Dept. of Inf. & Math. Modeling, Tech. Univ. of Denmark, Lyngby, Denmark2
Abstract
In this paper, we develop an efficient interior-point method (IPM) for the linear programs arising in economic model predictive control of linear systems. The novelty of our algorithm is that it combines a homogeneous and self-dual model, and a specialized Riccati iteration procedure. We test the algorithm in a conceptual study of power systems management.
Simulations show that in comparison to state of the art software implementation of IPMs, our method is significantly faster and scales in a favourable way.
| Language: | English |
|---|---|
| Publisher: | IEEE |
| Year: | 2013 |
| Pages: | 592-598 |
| Proceedings: | 2013 IEEE International Conference on Control Applications (CCA) |
| ISBN: | 1479915580 , 1479915599 , 9781479915583 and 9781479915590 |
| ISSN: | 25763210 and 10851992 |
| Types: | Conference paper |
| DOI: | 10.1109/CCA.2013.6662814 |
