06-18-2014 11:17 AM
I am working in an academic publication and am using predictive control tools in my experimentation. The point is that I must report the name of the algorithm that the "CD Implement MPC Controller VI" function used to solve the QP problem: "active set", "interior point", or directly KKT optimality conditions. I thank anyone who can answer.
06-19-2014 02:24 PM
"CD Implement MPC Controller VI" can use one of two QP solvers if the problem is constrained. The first solver uses a quadratic barrier for all active constraints, so it is an active set method. The second solves the dual QP problem, which is a non-negative QP, using a multiplicative update. Here is a link to a paper that outlines the non-negative QP algorithm. http://machinelearning.wustl.edu/mlpapers/paper_files/AA71.pdf
-Jim
06-23-2014 08:50 PM
I greatly appreciate your response. It has been very helpful.