Interior Point Solution of Multilevel Quadratic Programming Problems in Constrained Model Predictive Control Applications

This paper examines the use of an interior point strategy to solve multilevel optimization problems that arise from the inclusion of the closed-loop response of constrained, linear model predictive control (MPC) within a primary quadratic or linear programming problem. We motivate the formulation through its application to optimizing control problems, although the strategy is applicable to several problem types. The problem is cast as a dynamic …