Projection-free parallel quadratic programming for linear model predictive control

A key component in enabling the application of model predictive control (MPC) in fields such as automotive, aerospace, and factory automation is the availability of low-complexity fast optimisation algorithms to solve the MPC finite horizon optimal control problem in architectures with reduced computational capabilities. In this paper, we introduce a projection-free iterative optimisation algorithm and discuss its application to linear MPC. The algorithm, originally developed by Brand for non-negative quadratic programs, is based on a multiplicative update rule and it is shown to converge to a fixed point which is the optimum. An acceleration technique based on a projection-free line search is also introduced, to speed-up the convergence to the optimum. The algorithm is applied to MPC through the dual of the quadratic program (QP) formulated from the MPC finite time optimal control problem. We discuss how termination conditions with guaranteed degree of suboptimality can be enforced, and how the algorithm performance can be optimised by pre-computing the matrices in a parametric form. We show computational results of the algorithm in three common case studies and we compare such results with the results obtained by other available free and commercial QP solvers.

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