Given A, W , and v |
Compute G, c, and h in (4.2). |
Choose the allocated control input of the previous sample time as the initial value |
If each entry of violates the inequality (3.9), reduce it to satisfy(3.9) |
Compute initial values for and. |
Compute the initial value for barrier parameter. |
Compute residuals , and given in(4.7) |
Select error tolerance and set. |
repeat until |
Compute step direction from equation (4.9), |
Compute step size to satisfy nonnegativity conditions using (4.11), |
Update the variables , and using (4.10), |
Compute affine scaling step from (4.13) and according to (4.14), |
Update the barrier parameter based on (4.12), |
Compute residuals , and from (4.7), |
Set |
end |