Complexity Certification of the Fast Alternating Minimization Algorithm for Linear MPC
Complexity Certification of the Fast Alternating Minimization Algorithm for Linear MPC
In this technical note, the fast alternating minimization algorithm (FAMA) is proposed to solve model predictive control (MPC) problems with polytopic and second-order cone constraints. Two splitting strategies with efficient implementations for MPC problems are presented. We derive computational complexity certificates for both splitting strategies, by providing complexity upper-bounds on …