Numerical methods for embedded optimisation and their implementation with the ACADO toolkit

Author

H.J. Ferreau, B. Houska, T. Kraus, M. Diehl

Reference

In Proceedings of the
7th Conference – Computer Methods and Systems,
Krakow, Poland, pages 13 - 29, 2009.

Abstract

When nonlinear dynamic systems shall be controlled to perform certain tasks optimally, nonlinear optimal control problems have to be solved. Often it is even desired to solve such problems in real-time, possibly on embedded hardware. This occurs most prominently in the framework of model predictive control (MPC) of fast systems, e.g. in mechatronics or automotive engineering. We briefly review the state-of-the-art in nonlinear dynamic optimisation and point out the differences between direct approaches based on Sequential Quadratic Programming (SQP) and Interior-Point (IP) methods. We then review algorithmic ideas for embedded nonlinear optimisation, in particular the so-called real-time iteration.

Download

Paper

Bibtex

@INPROCEEDINGS{Ferreau2009,
author = {H.J. Ferreau and B. Houska and T. Kraus and M. Diehl},
title = {Numerical methods for embedded optimisation and their implementation with the ACADO toolkit},
booktitle = {In Proceedings of the 7th Conference – Computer Methods and Systems, Krakow, Poland},
year = {2009},
pages = {13–29}
}