Optimal and Robust Control

As our primary platform for this course is Matlab, we will only restrict ourselves to solutions that are based on Matlab. First, for educational purposes we will develop our own codes for MPC that will use lower level optimization solvers for linear and/or quadratic programming such as linprog or quadprog (from Optimization Toolbox for Matlab), respectively.

There are, however, a few toolboxes specialized at MPC:

• Model Predictive Toolbox - commercial toolbox developed by The Mathworks. It is included in the campus-wide Matlab licence.
  
• Hybrid Toolbox - free and open source toolbox.
• Multi-Parametric Toolbox 3 (for Matlab). Free and open source. One of the authors is Michal Kvasnica, our colleague from STU Bratislava, who keeps visiting us every now and then, hence a convenient possibility to consult things in person for students as well.

QP solvers and code generators

• qpOASES - free and open-source C++ implementation of an active set strategy for solving quadratic programs. Popular in MPC community.
  
• OSQP - available for C/C++, Python, Julia, Matlab, R, ...
• FiOrdOs - Matlab toolbox that generates C code for first-order methods for MPC related QP.
• Embotech FORCES PRO - commercial generator of code for MPC related QP. 
  
• CVXGEN - code generation for convex optimization (CVX-like problem description, specialized for real-time/online optimization). Commercial but free academic licenses available.