Efficient implementation of MPC for tracking using ADMM by decoupling its semi-banded structure

Abstract: Model Predictive Control (MPC) for tracking formulation presents numerous advantages compared to standard MPC, such as a larger domain of attraction and recursive feasibility even when abrupt changes in the reference are produced. As a drawback, it includes some extra decision variables in its related optimization problem, leading to a semi-banded structure that differs from the banded structure encountered in standard MPC. This semi-banded structure prevents the direct use of the efficient algorithms available for banded problems. To address this issue, we present an algorithm based on the alternating direction method of multipliers that explicitly takes advantage of the underlying semi-banded structure of the MPC for tracking.