One challenge of running a model predictive control (MPC) algorithm in a production-embedded platform is to provide the certificate of worst-case computation complexity, that is, its maximum execution time has to always be smaller than sampling time. This paper proposes for the first time a \textit{direct} optimization algorithm for input-constrained MPC: the number of iterations is data-independent and dependent on the problem dimension $n$, with exact value $\left\lceil\frac{\log\left(\frac{2n}{\epsilon}\right)}{-2\log(1-\frac{1}{4\sqrt{2n}})}\right\rceil+1$, where $\epsilon$ denotes a given stopping accuracy.
翻译:在嵌入式生产平台上运行模型预测控制(MPC)算法的一个挑战是提供最坏情况计算复杂度的保证,即其最大执行时间必须始终小于采样时间。本文首次提出了一种针对输入约束MPC的\textit{直接}优化算法:其迭代次数与数据无关,仅依赖于问题维度$n$,确切值为$\left\lceil\frac{\log\left(\frac{2n}{\epsilon}\right)}{-2\log(1-\frac{1}{4\sqrt{2n}})}\right\rceil+1$,其中$\epsilon$表示给定的停止精度。