Alternating direction of multipliers method for block circulant model predictive control
This paper deals with model predictive control problems for large-scale dynamical systems with cyclic symmetry. Based on the properties of block circulant matrices, we use the discrete Fourier transformation to block diagonalize and truncate the original finite-horizon optimal control problem. Using...
| Main Authors: | , , |
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| Format: | Conference item |
| Language: | English |
| Published: |
IEEE
2020
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| Summary: | This paper deals with model predictive control problems for large-scale dynamical systems with cyclic symmetry. Based on the properties of block circulant matrices, we use the discrete Fourier transformation to block diagonalize and truncate the original finite-horizon optimal control problem. Using this coordinate transformation, we develop a modified alternating direction of multipliers method (ADMM) algorithm for general constrained quadratic programs with block circulant blocks. We test our modified algorithm using random data and in a traffic flow control example and show that the coordinate transformation significantly increases the computation speed. |
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