ADMM for Block Circulant Model Predictive Control

I. Kempf, P. J. Goulart and S. Duncan

@inproceedings{KGD:2019,
  author = {I. Kempf and P. J. Goulart and S. Duncan},
  title = {ADMM for Block Circulant Model Predictive Control},
  booktitle = {2019 IEEE Conference on Decision and Control (CDC)},
  year = {2019},
  pages = {4311-4316}
}

This paper deals with model predictive control problems for large scale dynamical systems with cyclic symmetry. Based on the properties of block circulant matrices, we introduce a complex-valued coordinate transformation that block diagonalizes and truncates the original finite-horizon optimal control problem. Using this coordinate transformation, we develop a modified alternating direction method of multipliers (ADMM) algorithm for general constrained quadratic programs with block circulant blocks. We test our modified algorithm in two different simulated examples and show that our coordinate transformation significantly increases the computation speed.