QP formulation from the MPC toolbox

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Elias Prytz 2023-10-20

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https://ww2.mathworks.cn/matlabcentral/answers/2036346-qp-formulation-from-the-mpc-toolbox

评论： Elias Prytz 2023-10-23

Hi,

I am studying different QP solvers (e.g. qpOASES, OSQP, DAQP and Gurobi) for a project I am doing at my university. I want to test their capabilites in MPC. I have tested them in the aircraft example and gotten some reasonable results, but now I wonder which QP formulation Matlab's mpc generates.

Does it create some sort of reduced-space condensed QP based on the state-space model? I am guessing this is the case because the hessian (H) of the objective function is only 11x11 for the MPC example mentioned above, with a horizon of 50 (4 states and 2 inputs).

I am guessing that it is not some sort of step-response model formulation (not for the aircraft model at least) because the model has unstable poles.

Does anyone have insights into this?

Thanks

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Answer 1

Emmanouil Tzorakoleftherakis 2023-10-23

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https://ww2.mathworks.cn/matlabcentral/answers/2036346-qp-formulation-from-the-mpc-toolbox#answer_1339066

编辑：Emmanouil Tzorakoleftherakis 2023-10-23

We are currently using the dense formula as you mentioned, but also working on adding support for sparse problems. The following two links may be helpful:

https://www.mathworks.com/help/mpc/ug/qp-solver.html

https://www.mathworks.com/help/mpc/ug/optimization-problem.html