Alternating Direction of Multipliers Method for Block Circulant Model Predictive Control
- Resource Type
- Conference
- Authors
- Kempf, Idris; Goulart, Paul J.; Duncan, Stephen
- Source
- 2019 IEEE 58th Conference on Decision and Control (CDC) Decision and Control (CDC), 2019 IEEE 58th Conference on. :4311-4316 Dec, 2019
- Subject
- Aerospace
General Topics for Engineers
Power, Energy and Industry Applications
Robotics and Control Systems
Signal Processing and Analysis
Transportation
Predictive control
Convex functions
Matrix decomposition
Optimization
Symmetric matrices
Approximation algorithms
Linear systems
Model Predictive Control (MPC)
Alternating Direction of Multipliers Method (ADMM)
Block Circulant Systems
Quadratic Program
Traffic Flow Control
- Language
- ISSN
- 2576-2370
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.