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An online active set strategy to overcome the limitations of explicit MPC

Ferreau, H. J., Bock, H. G., Diehl, M.·2008·International Journal of Robust and Nonlinear Control

Abstract

Nearly all algorithms for linear model predictive control (MPC) either rely on the solution of convex quadratic programs (QPs) in real time, or on an explicit precalculation of this solution for all possible problem instances. In this paper, we present an online active set strategy for the fast solution of parametric QPs arising in MPC. This strategy exploits solution information of the previous QP under the assumption that the active set does not change much from one QP to the next. Furthermore, we present a modification where the CPU time is limited in order to make it suitable for strict real‐time applications. Its performance is demonstrated with a challenging test example comprising 240 variables and 1191 inequalities, which depends on 57 parameters and is prohibitive for explicit MPC approaches. In this example, our strategy allows CPU times of well below 100 ms per QP and was about one order of magnitude faster than a standard active set QP solver. Copyright © 2007 John Wiley & Sons, Ltd.

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Metadata

Authors
Ferreau, H. J., Bock, H. G., & Diehl, M.
Venue
International Journal of Robust and Nonlinear Control
Publisher
Wiley
Published
2007-07-09
Volume
18
Issue
8
Pages
816-830
ISSN
  • 1049-8923 (ISSN-L)
  • 1099-1239
OpenAlex
W1983864916
Cited by
608
References
14
FWCI
35.29
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: An online active set strategy to overcome the limitations of explicit MPC. https://app.cochat.ai/papers/10.1002/rnc.1251
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Ferreau, H. J., Bock, H. G., & Diehl, M. (2008). An online active set strategy to overcome the limitations of explicit MPC. International Journal of Robust and Nonlinear Control. https://doi.org/10.1002/rnc.1251

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