Publications
197 results found
Jones CN, Kerrigan EC, Maciejowski JM, 2007, Lexicographic perturbation for multiparametric linear programming with applications to control, AUTOMATICA, Vol: 43, Pages: 1808-1816, ISSN: 0005-1098
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- Citations: 37
Cagienard R, Grieder P, Kerrigan E C, et al., 2007, Move blocking strategies in receding horizon control, Journal of Process Control, Vol: 17, Pages: 563-570
Necoara I, Kerrigan E C, De Schutter B, et al., 2007, Finite-horizon min-max control of max-plus-linear systems, IEEE Transactions on Automatic Control, Vol: 52, Pages: 1088-1093
Goulart PJ, Kerrigan EC, Ralph D, 2007, Efficient Robust Optimization for Robust Control with Constraints., Mathematical Programming, Vol: 114, Pages: 115-147, ISSN: 1436-4646
This paper proposes an efficient computational technique for theoptimal control of linear discrete-time systems subject to bounded disturbanceswith mixed linear constraints on the states and inputs. The problem of computingan optimal state feedback control policy, given the current state, is non-convex.A recent breakthrough has been the application of robust optimizationtechniques to reparameterize this problem as a convex program. While thereparameterized problem is theoretically tractable, the number of variables isquadratic in the number of stages or horizon length N and has no apparentexploitable structure, leading to computational time of O(N6) per iteration ofan interior-point method. We focus on the case when the disturbance set is ∞-norm bounded or the linear map of a hypercube, and the cost function involvesthe minimization of a quadratic cost. Here we make use of state variables toregain a sparse problem structure that is related to the structure of the originalproblem, that is, the policy optimization problem may be decomposed into aset of coupled finite horizon control problems. This decomposition can then be formulated as a highly structured quadratic program, solvable by primaldualinterior-point methods in which each iteration requires O(N3) time. Thiscubic iteration time can be guaranteed using a Riccati-based block factorizationtechnique, which is standard in discrete-time optimal control. Numerical resultsare presented, using a standard sparse primal-dual interior point solver, thatillustrate the efficiency of this approach.
Rakovic S V, Kerrigan E C, Kouramas K I, et al., 2007, Optimized robust control invariance for linear discrete-time systems: Theoretical foundations, Automatica, Vol: 43, Pages: 831-841
Rakovic S V, Kerrigan E C, Kouramas K I, et al., 2007, Optimized robust control invariance for linear discrete-time systems: Theoretical foundations, Automatica, Vol: 43, Pages: 831-841
Goulart PJ, Kerrigan EC, 2007, Output feedback receding horizon control of constrained systems, INTERNATIONAL JOURNAL OF CONTROL, Vol: 80, Pages: 8-20, ISSN: 0020-7179
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- Citations: 39
Mayne DQ, Kerrigan EC, 2007, Tube-based robust nonlinear model predictive control, IFAC Symposium on Nonlinear Control Systems (NOLCOS 2007)
Rakovic SV, Kerrigan EC, Mayne DQ, 2007, Optimal control and piecewise parametric programming
Spjotvold J, Kerrigan EC, Mayne DQ, et al., 2007, Constrained Optimal Control of Discontinuous Piecewise Affine Systems with Disturbances
Goulart PJ, Kerrigan EC, 2006, A convex formulation for receding horizon control of constrained discrete-time systems with guaranteed l2 gain, 45th IEEE Conference on Decision and Control, 2006, Pages: 5447-5452
Goulart PJ, Kerrigan EC, 2006, A Method for Robust Receding Horizon Output Feedback Control of Constrained Systems, 45th IEEE Conference on Decision and Control, 2006
Maciejowski J M, Goulart P J, Kerrigan E C, 2006, Constrained control using model predictive control, Advanced strategies in control systems with input and output constraints, Editors: Editor, Editor, Editor, ISBN: 9783540370093
Goulart PJ, Kerrigan EC, 2006, Robust Receding Horizon Control with an Expected Value Cost, International Control Conference 2006, Publisher: UKACC
Kerrigan EC, 2006, Receding Horizon Control, W.H. Kwon, S. Han; London Limited 2005, ISBN:1-84628-024-9, Automatica, Vol: 42, Pages: 1238-1240, ISSN: 0005-1098
Spjotvold J, Kerrigan EC, Jones CN, et al., 2006, The Facet-to-Facet Property of Solutions to Convex Parametric Quadratic Programs and a new Exploration Strategy, Pages: 1208-1213
Spjotvold J, Kerrigan E C, Jones C N, et al., 2006, On the facet-to-facet property of solutions to convex parametric quadratic programs, Automatica, Vol: 42, Pages: 2209-2214
Goulart PJ, Kerrigan EC, Maciejowski JM, 2006, Optimization over state feedback policies for robust control with constraints, Automatica, Vol: 42, Pages: 523-533, ISSN: 0005-1098
Mayne DQ, Rakovic SV, Vinter RB, et al., 2006, Characterization of the solution to a constrained H-infinity optimal control problem, AUTOMATICA, Vol: 42, Pages: 371-382, ISSN: 0005-1098
This paper obtains an explicit Solution to a finite horizon min-max optimal control problem where the system is linear and discrete-time with control and state constraints, and the cost quadratic; the disturbance is negatively costed, as in the standard H-infinity problem, and is constrained. The cost is minimized over control policies and maximized over disturbance sequences so that the Solution yields a feedback control. It is shown that, under certain conditions, the value function is piecewise quadratic and the optimal control policy piecewise affine, being quadratic and affine, respectively, in polyhedra that partition the domain of the value function. (C) 2005 Elsevier Ltd. All rights reserved.
Pannocchia G, Kerrigan EC, 2005, Offset-free receding horizon control of constrained linear systems, AICHE JOURNAL, Vol: 51, Pages: 3134-3146, ISSN: 0001-1541
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- Citations: 54
Rakovic SV, Mayne DQ, Kerrigan EC, et al., 2005, Optimized robust control invariant sets for constrained linear discrete-time systems
Goulart PJ, 2005, Relationships Between Affine Feedback Policies for Robust Control with Constraints, 16th IFAC World Congress on Automatic Control
Goulart PJ, Kerrigan EC, 2005, An efficient decomposition-based formulation for robust control with constraints, 16 IFAC World Congress on Automatic Control
Goulart PJ, Kerrigan EC, 2005, Relationships between affine feedback policies for robust control with constraints
Rakovic SV, Kerrigan EC, Kouramas KI, et al., 2005, Invariant approximations of the minimal robust. positively invariant set, IEEE TRANSACTIONS ON AUTOMATIC CONTROL, Vol: 50, Pages: 406-410, ISSN: 0018-9286
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- Citations: 477
Goulart PJ, Kerrigan EC, Maciejowski JM, 2005, State feedback policies for robust receding horizon control: uniqueness, continuity, and stability, 44th IEEE conference on decision and control & 44th European control conference, Seville, Spain, Publisher: New York; IEEE Control Systems Society; 2005, Pages: 3753-3758
Kouramas K, Rakovic SV, Kerrigan EC, et al., 2005, On the minimal robust positively invariant set for linear difference inclusions, 44th IEEE conference on decision and control & 44th European control conference, Seville, Spain, Publisher: New York; IEEE Control Systems Society; 2005, Pages: 2296-2301
Kouramas K, Rakovic SV, Kerrigan EC, et al., 2005, On the minimal robust positively invariant set for linear difference inclusions, 44th IEEE conference on decision and control & 44th European control conference, Seville, Spain, Publisher: New York; IEEE Control Systems Society; 2005, Pages: 2296-2301
Rakovic SV, Kerrigan EC, Mayne DQ, 2004, Optimal control of constrained piecewise affine systems with state- and input-dependent disturbances
Kerrigan EC, Maciejowski JM, 2004, Feedback min-max model predictive control using a single linear program: robust stability and the explicit solution, INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Vol: 14, Pages: 395-413, ISSN: 1049-8923
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- Citations: 153
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