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nmpc_fmpc
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FMPC: Fast non-linear model predictive control (NMPC) combining the direct multiple shooting (DMS) method, the primal-dual interior point (PDIP) method, and Riccati recursion (RR)
See here.
See the following for a detailed algorithm.
Make sure that it is built with --catkin-make-args tests option.
Control the Van der Pol oscillator. System is non-linear and time-invariant. Constraints are imposed on the state and control input.

Controlling cart-pole (also known as inverted pendulum). System is non-linear. This is an example of a realistic setup where the control and simulation have different time periods.