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A Splitting Method for Optimal Control
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DOI：10.1109/TCST.2012.2231960.png)
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Abstract
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We apply an operator splitting technique to a generic linear-convex optimal control problem, which results in an algorithm that alternates between solving a quadratic control problem, for which there are efficient methods, and solving a set of single-period optimization problems, which can be done in parallel, and often have analytical solutions. In many cases, the resulting algorithm is division-free (after some off-line pre-computations) and can be implemented in fixed-point arithmetic, for example on a field-programmable gate array (FPGA). We demonstrate the method on several examples from different application areas.
Keywords:
Alternating directions method of multipliers (ADMM)
convex optimization
embedded control
fixed point algorithms for control
model predictive control (MPC)
operator splitting
optimal control
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