Setup the MPC class. Internally, this method will create the MPC optimization problem under consideration of the supplied dynamic model and the given
MPCclass instance configuration.
setup()method can be called again after changing the configuration (e.g. adapting bounds) and will simply overwrite the previous optimization problem.
setup()method may take a while depending on the size of your MPC problem. Note that especially for robust multi-stage MPC with a long robust horizon and many possible combinations of the uncertain parameters very large problems will arise.
For more details on robust multi-stage MPC please read our background article.
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