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A Primal decomposition algorithm for distributed multistage scenario model predictive control
2019
Journal of Process Control
This paper proposes a primal decomposition algorithm for efficient computation of multistage scenario model predictive control, where the future evolution of uncertainty is represented by a scenario tree. This often results in large-scale optimization problems. Since the different scenarios are only coupled via the so-called non-anticipativity constraints, which ensures that the first control input is the same for all the scenarios, the different scenarios can be decomposed into smaller
doi:10.1016/j.jprocont.2019.02.003
fatcat:6lmz35r2ubgrlj3fnnpny6mgzu