A Computationally Governed Log-domain Interior-point Method for Model Predictive Control

Jordan Leung, Frank Permenter, Ilya V. Kolmanovsky

Abstract: This paper introduces a computationally efficient approach for solving Model Predictive Control (MPC) reference tracking problems with state and control constraints. The approach consists of three key components: First, a log-domain interior-point quadratic programming method that forms the basis of the overall approach; second, a method of warm-starting this optimizer by using the MPC solution from the previous timestep; and third, a computational governor that bounds the suboptimality of the warm-start by altering the reference command provided to the MPC problem. As a result, the closed-loop system is altered in a manner so that MPC solutions can be computed using fewer optimizer iterations per timestep. In a numerical experiment, the computational governor reduces the worst-case computation time of a standard MPC implementation by 90%, while maintaining good closed-loop performance.