Abstract

Abstract This paper discusses an on-line approach to Model Predictive Control (MPC) of input constrained linear systems. First, it is shown that an example of MPC with one-side input constraints is reduced into the Linear Complementarity (LC) Problem with M -matrix, which can be more efficiently solved by the existing special algorithm than the other general algorithms such as the Lemke method. However, in the case of both-side input constraints, which is more practical from the control engineering points of view, it cannot be reduced into the LC problem with M -matrix. Thus, next, a new algorithm for the case of both-side input constraints is proposed in this paper.

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