A line search improvement of efficient MPC

A recent efficient Model Predictive Control (MPC) strategy uses a univariate NewtonRaphson procedure to solve a dual problem, but is not amenable to warm starting or early termination. By solving a primal problem, the current note proposes a strategy which is more efficient than the NewtonRaphson method and which enables warm starting and early termination. Performance improvements are demonstrated over the NewtonRaphson method and alternative approaches based on quadratic programming or semidefinite programming. © 2010 Elsevier Ltd. All rights reserved