Efficient Robust Model Predictive Control using Chordality

Abstract

In this paper we show that chordal structure can be used to devise efficient optimization methods for robust model predictive control problems. The chordal structure is used both for computing search directions efficiently as well as for distributing all the other computations in an interior-point method for solving the problem. The framework enables efficient parallel computations.

Submmitted to 2018 IEEE CDC. arXiv admin note: text overlap with arXiv:1711.10254