Reference:
M.D. Doan, T. Keviczky, and B. De Schutter, "A dual decomposition-based optimization method with guaranteed primal feasibility for hierarchical MPC problems," Proceedings of the 18th IFAC World Congress, Milan, Italy, pp. 392-397, Aug.-Sept. 2011.Abstract:
We present a gradient-based dual decomposition method that is suitable for hierarchical MPC of large-scale systems. The algorithm generates a primal feasible solution within a finite number of iterations and solves the problem by applying a hierarchical conjugate gradient method in each dual iterative ascent step. The proposed scheme uses constraint tightening and a suboptimality bound to ensure stability and feasibility in a hierarchical MPC problem.Downloads:
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