Eric C. Kerrigan

Dynamic Optimization with Convergence Guarantees

  • Eric C. Kerrigan
  • Martin Neuenhofen
    • Categories Infinite Dimensional Optimization, Systems governed by Differential Equations Optimization

    We present a novel direct transcription method to solve optimization problems subject to nonlinear differential and inequality constraints. In order to provide numerical convergence guarantees, it is sufficient for the functions that define the problem to satisfy boundedness and Lipschitz conditions. Our assumptions are the most general to date; we do not require uniqueness, differentiability … Read more

    Embedded Online Optimization for Model Predictive Control at Megahertz Rates

  • George A. Constantinides
  • Paul J. Goulart
  • Eric C. Kerrigan
  • Stefan Richter
  • Juan L. Jerez
  • Manfred Morari
    • Categories Parallel Algorithms, Quadratic Programming Tags , ,

    Faster, cheaper, and more power efficient optimization solvers than those currently offered by general-purpose solutions are required for extending the use of model predictive control (MPC) to resource-constrained embedded platforms. We propose several custom computational architectures for different first-order optimization methods that can handle linear-quadratic MPC problems with input, input-rate, and soft state constraints. We … Read more