ADMM for Block Circulant Model Predictive Control

I. Kempf, P. J. Goulart and S. R. Duncan
in 2019 IEEE Conference on Decision and Control (CDC), Nice, France, December 2019.

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 use the discrete Fourier transformation to block diagonalize and truncate the original finite-horizon optimal control problem. Using this coordinate transformation, we develop a modified alternating direction of multipliers method (ADMM) algorithm for general constrained quadratic programs with block circulant blocks. We test our modified algorithm using random data and in a traffic flow control example and show that the coordinate transformation significantly increases the computation speed.

BibTex
@INPROCEEDINGS{9029482,
  author={Kempf, Idris and Goulart, Paul J. and Duncan, Stephen},
  booktitle={2019 IEEE 58th Conference on Decision and Control (CDC)},
  title={Alternating Direction of Multipliers Method for Block Circulant Model Predictive Control},
  year={2019},
  volume={},
  number={},
  pages={4311-4316},
  doi={10.1109/CDC40024.2019.9029482}}