A linear programming approach for multivariable feedback control with inequality constraints

A multivariable control scheme which explicitly includes inequality constraints on the state, control and output variables is developed using a linear programming (LP) formulation. A suboptimal feedback control policy results since the LP calculations are repeated at each sampling instant. A number of important properties related to the LP control problem are obtained from a theoretical analysis. Simulation results illustrate that the on-line computational requirements are modest and that the new LP approach compares favourably with existing methods such as optimal feedback control