Ac. Brooms et B. Kouvaritakis, Successive constrained optimization and interpolation in non-linear model based predictive control, INT J CONTR, 73(4), 2000, pp. 312-316
Interpolation involving constrained optima offers distinctive advantages To
r linear and non-linear model based predictive control algorithms. For non-
linear systems the computation or minima is non-trivial and sub-optimal sol
utions can be sought through linearization about particular trajectories. H
ere we show that successive linearizations and locally constrained optimiza
tions can, at a modest extra computation, lead to significant improvements.