Discrete Linear Optimal Control

Version 1.0.2 (3.32 KB) by Daniel K. Mills
Perform optimal control of a discrete linear plant, time-varying or static, using Operator Splitting Quadratic Program (OSQP) or quadprog
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Updated 11 Feb 2023

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The file "build_qp.m" provides an interface to build a quadratic program to solve the linear optimal control program:
such that where is the state reference.
The file "example.m" provides an example of how to use the quadratic program solvers "quadprog" from MATLAB and "Operator Splitting Quadratic Program" (OSQP) from University of Oxford: https://osqp.org

Cite As

Daniel K. Mills (2023). Discrete Linear Optimal Control (https://www.mathworks.com/matlabcentral/fileexchange/<...>), MATLAB Central File Exchange. Retrieved February 4, 2023.

MATLAB Release Compatibility
Created with R2021b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.2

Fixed Multi-Input LTV bug
1.0.1

Updated comments
1.0.0