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Alternating Direction of Multipliers Method for Block Circulant Model Predictive Control

Alternating Direction of Multipliers Method for Block Circulant Model Predictive Control

This paper deals with model predictive control problems for large-scale dynamical systems with cyclic symmetry. Based on the properties of block circulant matrices, we use the discrete Fourier transformation to block diagonalize and truncate the original finite-horizon optimal control problem. Using this coordinate transformation, we develop a modified alternating direction …