  Model predictive control (MPC) anticipates future events to take appropriate
control actions. Nonlinear MPC (NMPC) deals with nonlinear models and/or
constraints. A Continuation/GMRES Method for NMPC, suggested by T. Ohtsuka in
2004, uses the GMRES iterative algorithm to solve a forward difference
approximation $Ax=b$ of the original NMPC equations on every time step. We have
previously proposed accelerating the GMRES and MINRES convergence by
preconditioning the coefficient matrix $A$. We now suggest simplifying the
construction of the preconditioner, by approximately solving a forward
recursion for the state and a backward recursion for the costate, or simply
reusing previously computed solutions.
