Min-Max MPC using a tractable QP Problem

Min-Max MPC (MMMPC) controllers [5] suffer from a great computational burden that is often circumvented by using upper bounds of the worst possible case of a performance index. These upper bounds are usually computed by means of linear matrix inequalities (LMI) techniques. In this paper a more efficient approach is shown. This paper proposes a computationally efficient MMMPC control strategy in which a close approximation of the solution of the min-max problem is computed using a quadratic programming problem. The overall computational burden is much lower than that of the min-max problem and the resulting control is shown to have guaranteed stability. Simulation examples are given in the paper.