Exploiting GPU/SIMD Architectures for Solving Linear-Quadratic MPC Problems

We report numerical results on solving constrained linear-quadratic model predictive control (MPC) problems by exploiting graphics processing units (GPUs). The presented method reduces the MPC problem by eliminating the state variables and applies a condensed-space interior-point method to remove the inequality constraints in the KKT system. The final condensed matrix... Show more