Efficiently Solving the Harmonic Model Predictive Control Formulation

Harmonic model predictive control (HMPC) is a model predictive control (MPC) formulation that displays several benefits over other MPC formulations, especially when using a small prediction horizon. These benefits, however, come at the expense of an optimization problem that is no longer the typical quadratic programming problem derived from most linear MPC formulations due to the inclusion of a particular class of second-order cone constraints. This article presents a method for efficiently dealing with these constraints in operator splitting methods, leading to a computation time for solving HMPC in line with state-of-the-art solvers for linear MPC. We show how to apply this result to the alternating direction method of the multipliers algorithm, presenting a solver that we compare against other solvers from the literature, including solvers for other linear MPC formulations. The results show that the proposed solver, and by extension the HMPC formulation, is suitable for its implementation in embedded systems.