Streamlining Active Set Method in MPC using Cache Memory

Abstract

Abstract This paper investigates how various caching strategies can reduce the computational effort of the active set method (ASM) applied to solve constrained model predictive control problems with quadratic objective function and linear constraints. Specifically, we show that during closed-loop operation, the active set method often re-visits the same combination of active constraints while searching for optimal control inputs by factoring Karush-Kuhn-Tucker (KKT) systems. By storing the factors of the corresponding KKT system in a cache, these repetitive calculations can be simplified to a mere cache search and evaluation of the appropriate factors. Since the cache memory is typically fairly restricted, the efficiency of the scheme depends on how well the cache space can be utilized. In particular, when the cache is fully utilized, and a new element needs to be stored, the cache replacement policy needs to determine which element should be removed from the cache to make space for the new one. In the paper, we scrutinize various cache replacement policies and how well they work as a function of the cache size. The results show that by using a cache of modest size, the number of computational operations performed by the ASM can be reduced by up to 80%, thus significantly accelerating the implementation of model predictive control.