A Condensing Algorithm for Nonlinear MPC with a Quadratic Runtime in Horizon Length

A large number of practical algorithms for Optimal Control Problems (OCP) relies on a so-called condensing procedure to exploit the given structure in the quadratic programming (QP) subproblems. While the established structure-exploiting condensing algorithm is of cubic complexity in the horizon length, in this technical note we propose a novel algorithm that is only of … Read more