Imperial College London
In this paper the authors presents a new method for solving a linear discrete-time Finite Horizon Optimal Control Problem (FHOCP) with quadratic cost and linear constraints on the states and inputs. Such a FHOCP needs to be solved online, at each sampling instant, in predictive control. In order to solve such a FHOCP, it is necessary to solve a Quadratic Programming (QP) problem. The proposed technique uses an Inexact Interior-Point Method (IIPM) to solve the QP problem.