In this talk I discuss and propose an efficient computational procedure for the continuous time, input constrained, infinite horizon, linear quadratic regulator problem (CLQR). To ensure satisfaction of the constraints, the input is approximated as a piecewise linear function on a finite time discretization. The solution of this approximate problem is a standard quadratic program. A novel lower bound on the infinite dimensional CLQR problem is developed, and the discretization is adaptively refined until a user supplied error tolerance on the CLQR cost is achieved. The offline storage of the required quadrature matrices at several levels of discretization tailors the method for online use as required in model predictive control (MPC). The performance of the proposed algorithm is then compared with the standard discrete time MPC algorithms. The proposed method is shown to be significantly more efficient than standard discrete time MPC that uses a sample time short enough to generate a cost close to the CLQR solution.
Born in Castelnuovo di Garfagnana (LU, Italy) on 04/18/1973. MS Degree in Chemical Engineering at the University of Pisa in 1998. PhD in Chemical Engineering at the University of Pisa in 2002. Research stay at the Department of Chemical Engineering of the University of Wisconsin (Madison, WI, USA) in 2000-2001. Post-doc position at the DICCISM of the University of Pisa from 2002 to 2006. Assistant Professor (Ricercatore) since June 2006 at the Engineering College of the University of Pisa. Tenured since 2009. National Scientific Habilitation awarded for the role of Associate Professor in "Systems and control engineering" (09/G1) and in "Systems, methods and technologies of chemical and process engineering" (09/D2). Teaching activity: Process analysis and optimization, advanced control of chemical processes, chemical reaction engineering. He is author of more than 70 papers in international journals, book chapters and in proceedings of international conferences. He is Subject Editor of Journal of Process Control. He has been IPC co-chair of the IFAC Symposium DYCOPS 2013 (Mumbai, India).