added: quadratic objective for NonLinMPC with LinModel and Ewt=0#365
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The JuMP model will be built with a quadratic objective (`QuadExpr`) if `Ewt=0` the the model is a `LinModel`. It saves computations at each control periods, especially if `hessian=true`.
franckgaga
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NonLinMPC and LinModel and Ewt=0NonLinMPC with LinModel and Ewt=0
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Yes, the tests with |
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The JuMP model will be constructed with a quadratic objective (
QuadExpr) if the economic weight isEwt=0and the model is aLinModel.This is useful when the number of custom nonlinear constraint is
nc > 0and with a linear plant model. It is obviously not a quadratic program strictly speaking, since the constraints are nonlinear, but it will saves some computations at each control periods, especially ifhessian=true. A quick local benchmark showed that it is about 7.5 times faster withhessian=true, so totally worth it.Not sure if there is a test that cover this specific case in the benchmark suite but I will run it anyway to see the results.