A comparison of interior point and active set methods for FPGA implementation of model predictive control
A key component of model predictive control (MPC) is the solving of quadratic programming (QP) problems. Interior point method (IPM) and active set method (ASM) are the most commonly employed approaches for solving general QP problems. This paper compares several performance aspects of the two metho...
| Main Authors: | , , , |
|---|---|
| Other Authors: | |
| Format: | Conference Paper |
| Language: | English |
| Published: |
2019
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/81026 http://hdl.handle.net/10220/47442 |
| _version_ | 1826112853232320512 |
|---|---|
| author | Lau, Mark S. K. Yue, Siew Peng Ling, Keck Voon Maciejowski, Jan M. |
| author2 | School of Electrical and Electronic Engineering |
| author_facet | School of Electrical and Electronic Engineering Lau, Mark S. K. Yue, Siew Peng Ling, Keck Voon Maciejowski, Jan M. |
| author_sort | Lau, Mark S. K. |
| collection | NTU |
| description | A key component of model predictive control (MPC) is the solving of quadratic programming (QP) problems. Interior point method (IPM) and active set method (ASM) are the most commonly employed approaches for solving general QP problems. This paper compares several performance aspects of the two methods when they are implemented on a FPGA for MPC applications. We compare the computational complexity, storage, convergence speed, and some practical implementation issues. We find that, in general, ASM gives lower complexity and converges faster when the numbers of decision variables and constraints are small. Otherwise, IPM should be a better choice due to its scalability. We also note occasional instability of both IPM and ASM when they are implemented in our FPGA, which uses single precision floating point arithmetic. The instability is mainly due to numerical error, which is found to be more serious in ASM than IPM in our current implementations. |
| first_indexed | 2024-10-01T03:13:54Z |
| format | Conference Paper |
| id | ntu-10356/81026 |
| institution | Nanyang Technological University |
| language | English |
| last_indexed | 2024-10-01T03:13:54Z |
| publishDate | 2019 |
| record_format | dspace |
| spelling | ntu-10356/810262020-03-07T13:24:44Z A comparison of interior point and active set methods for FPGA implementation of model predictive control Lau, Mark S. K. Yue, Siew Peng Ling, Keck Voon Maciejowski, Jan M. School of Electrical and Electronic Engineering Proceedings of the European Control Conference 2009 Model Predictive Control Quadratic Programming DRNTU::Engineering::Electrical and electronic engineering A key component of model predictive control (MPC) is the solving of quadratic programming (QP) problems. Interior point method (IPM) and active set method (ASM) are the most commonly employed approaches for solving general QP problems. This paper compares several performance aspects of the two methods when they are implemented on a FPGA for MPC applications. We compare the computational complexity, storage, convergence speed, and some practical implementation issues. We find that, in general, ASM gives lower complexity and converges faster when the numbers of decision variables and constraints are small. Otherwise, IPM should be a better choice due to its scalability. We also note occasional instability of both IPM and ASM when they are implemented in our FPGA, which uses single precision floating point arithmetic. The instability is mainly due to numerical error, which is found to be more serious in ASM than IPM in our current implementations. ASTAR (Agency for Sci., Tech. and Research, S’pore) Published version 2019-01-11T03:44:40Z 2019-12-06T14:19:50Z 2019-01-11T03:44:40Z 2019-12-06T14:19:50Z 2015 Conference Paper Lau, M. S. K., Yue, S. P., Ling, K. V., & Maciejowski, J. M. (2009). A comparison of interior point and active set methods for FPGA implementation of model predictive control. Proceedings of the European Control Conference 2009, 156-161. doi:10.23919/ECC.2009.7074396 https://hdl.handle.net/10356/81026 http://hdl.handle.net/10220/47442 10.23919/ECC.2009.7074396 en © 2009 EUCA. All rights reserved. This paper was published in Proceedings of the European Control Conference 2009 and is made available with permission of EUCA. 6 p. application/pdf |
| spellingShingle | Model Predictive Control Quadratic Programming DRNTU::Engineering::Electrical and electronic engineering Lau, Mark S. K. Yue, Siew Peng Ling, Keck Voon Maciejowski, Jan M. A comparison of interior point and active set methods for FPGA implementation of model predictive control |
| title | A comparison of interior point and active set methods for FPGA implementation of model predictive control |
| title_full | A comparison of interior point and active set methods for FPGA implementation of model predictive control |
| title_fullStr | A comparison of interior point and active set methods for FPGA implementation of model predictive control |
| title_full_unstemmed | A comparison of interior point and active set methods for FPGA implementation of model predictive control |
| title_short | A comparison of interior point and active set methods for FPGA implementation of model predictive control |
| title_sort | comparison of interior point and active set methods for fpga implementation of model predictive control |
| topic | Model Predictive Control Quadratic Programming DRNTU::Engineering::Electrical and electronic engineering |
| url | https://hdl.handle.net/10356/81026 http://hdl.handle.net/10220/47442 |
| work_keys_str_mv | AT laumarksk acomparisonofinteriorpointandactivesetmethodsforfpgaimplementationofmodelpredictivecontrol AT yuesiewpeng acomparisonofinteriorpointandactivesetmethodsforfpgaimplementationofmodelpredictivecontrol AT lingkeckvoon acomparisonofinteriorpointandactivesetmethodsforfpgaimplementationofmodelpredictivecontrol AT maciejowskijanm acomparisonofinteriorpointandactivesetmethodsforfpgaimplementationofmodelpredictivecontrol AT laumarksk comparisonofinteriorpointandactivesetmethodsforfpgaimplementationofmodelpredictivecontrol AT yuesiewpeng comparisonofinteriorpointandactivesetmethodsforfpgaimplementationofmodelpredictivecontrol AT lingkeckvoon comparisonofinteriorpointandactivesetmethodsforfpgaimplementationofmodelpredictivecontrol AT maciejowskijanm comparisonofinteriorpointandactivesetmethodsforfpgaimplementationofmodelpredictivecontrol |