Computation of the constrained infinite time linear quadratic regulator (Q1433077)

The authors present an efficient algorithm for solving the infinite-horizon constrained linear quadratic regulator (CLQR) problem. The algorithm is based on multi-parametric quadratic programming and reachability analysis. This combination outperforms all comparable mp-QP approaches in terms off-line computation speed. Moreover, the authors show that, when compared to on-linke computation procedures, the time necessary to obtain the optimal input was significantly decreased, making CLQR an attractive solution even for fast processes. Furthermore, a worst-case run-time can be guaranteed.