Available online at www.sciencedirect.com
Automatica 39 (2003) 489 – 497
www.elsevier.com/locate/automatica
Brief Paper
An algorithm for multi-parametric quadratic programming
and explicit MPC solutions
Petter THndel
a;∗
, Tor Arne Johansen
a
, Alberto Bemporad
b
a
Department of Engineering Cybernetics, Norwegian University of Science and Technology, 7491 Trondheim, Norway
b
Dipartimento di Ingegneria dell’Informazione, University of Siena, 53100 Siena, Italy
Received 8 June 2001; received in revised form 30 May 2002; accepted 22 October 2002
Abstract
Explicit solutions to constrained linear model predictive control problems can be obtained by solving multi-parametric quadratic programs
(mp-QP) where the parameters are the components of the state vector. We study the properties of the polyhedral partition of the state
space induced by the multi-parametric piecewise ane solution and propose a new mp-QP solver. Compared to existing algorithms, our
approach adopts a dierent exploration strategy for subdividing the parameter space, avoiding unnecessary partitioning and QP problem
solving, with a signicant improvement of eciency.
? 2002 Elsevier Science Ltd. All rights reserved.
Keywords: Linear quadratic regulators; Piecewise linear controllers; Constraints; Predictive control
1. Introduction
Our motivation for investigating multi-parametric
quadratic programming (mp-QP) comes from linear model
predictive control (MPC). This refers to a class of control
algorithms that compute a manipulated variable trajectory
from a linear process model to minimize a quadratic per-
formance index subject to linear constraints on a prediction
horizon. The rst control input is then applied to the pro-
cess. At the next sample, measurements are used to update
the optimization problem, and the optimization is repeated.
In this way, this becomes a closed-loop approach. There
has been some limitation to which processes MPC could
be used on, due to the computationally expensive on-line
optimization which was required. There has recently been
derived explicit solutions to the constrained MPC prob-
lem, which could increase the area of use for this kind of
controllers. Explicit solutions to MPC problems are not
This paper was not presented at any IFAC meeting. This paper was
recommended for publication in revised form by Associate Editor Kenko
Uchida under the direction of the Editor Tamer Basar.
∗
Corresponding author. Tel.: +47-7359-4348; fax: +47-7359-4399.
E-mail addresses: petter.tondel@itk.ntnu.no (P. THndel),
tor.arne.johansen@itk.ntnu.no (T.A. Johansen), bemporad@dii.unisi.it
(A. Bemporad).
mainly intended to replace traditional implicit MPC, but
rather to extend its area of use. MPC functionality can with
this be applied to applications with sampling rates in the
-sec range, using low cost embedded hardware. Software
complexity and reliability is also improved, allowing the
approach to be used on safety-critical applications. Methods
for ecient online implementation of PWA function eval-
uation in explicit MPC has been developed by exploiting
convexity (Borrelli, Baotic, Bemporad, & Morari, 2001)or
an associated binary search tree data structure (THndel & Jo-
hansen 2002; THndel, Johansen, & Bemporad, 2003). In-
dependent works by Bemporad, Morari, Dua, and Pis-
tikopoulos (2002), Bemporad, Morari, Dua, and Pistikopou-
los (2000b), Johansen, Petersen, & Slupphaug (2002) and
Seron, De Dona, and Goodwin (2000) have reported how a
piecewise ane (PWA) solution can be computed o-line,
while the on-line eort is limited to evaluate this PWA func-
tion. In particular, in Bemporad et al. (2002, 2000b) such a
PWA function is obtained by treating the MPC optimization
problem as a parametric program. Parametric programming
is a term for solving an optimization problem for a range of
parameter values. One can distinguish between parametric
programs, in which only one parameter is considered, and
multi-parametric programs, in which a vector of param-
eters is considered. The algorithm reported in Bemporad
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