System and method of accelerated active set search for quadratic programming in real-time model predictive control

摘要

An active set algorithm exploits a 'hot start' for the set of binding constraints at optimality along with efficient linear algebra to make rapid progress tow ards the solution. The linear algebra is designed to deal with degenerate constraints as the required factorizations are performed and as degeneracy emerges, and not via a mostly unnecessary pre-process step. Combined together, these novel approaches enable solution of the control problem in real-time.