“A new optimization algotithm with application to nonlinear MPC”

Authors: Frode Martinsen, Lorentz T. Biegler and Bjarne A. Foss,
Affiliation: NTNU, Department of Engineering Cybernetics and Carnegie-Mellon University
Reference: 2005, Vol 26, No 1, pp. 3-22.

Keywords: Model predictive control, optimization, SQP

Abstract: This paper investigates application of SQP optimization algorithm to nonlinear model predictive control. It considers feasible vs. infeasible path methods, sequential vs. simultaneous methods and reduced vs full space methods. A new optimization algorithm coined rFOPT which remains feasibile with respect to inequality constraints is introduced. The suitable choices between these various strategies are assessed informally through a small CSTR case study. The case study also considers the effect various discretization methods have on the optimization problem.

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  title={{A new optimization algotithm with application to nonlinear MPC}},
  author={Martinsen, Frode and Biegler, Lorentz T. and Foss, Bjarne A.},
  journal={Modeling, Identification and Control},
  publisher={Norwegian Society of Automatic Control}