AnIntegratedPerturbationAnalysisandSequential QuadraticProgrammingApproachforModelPredictive Control

Computationally ecient algorithms are critical in making Model Predictive Control (MPC) applicable to broader classes of systems with fast dynamics and limited computational resources. In this paper, we propose an integrated formulation of Perturbation Analysis and Sequential Quadratic Programming (InPA-SQP) to address the constrained optimal control problems. The proposed algorithm combines the complementary features of perturbation analysis and SQP in a single unified framework, thereby leading to improved computational eciency and convergence property. A numerical example is reported to illustrate the proposed method and its computational eectiveness.

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