  Model Predictive Control (MPC) is increasing in popularity in industry as
more efficient algorithms for solving the related optimization problem are
developed. The main computational bottle-neck in on-line MPC is often the
computation of the search step direction, i.e. the Newton step, which is often
done using generic sparsity exploiting algorithms or Riccati recursions.
However, as parallel hardware is becoming increasingly popular the demand for
efficient parallel algorithms for solving the Newton step is increasing. In
this paper a tailored, non-iterative parallel algorithm for computing the
Riccati factorization is presented. The algorithm exploits the special
structure in the MPC problem, and when sufficiently many processing units are
available, the complexity of the algorithm scales logarithmically in the
prediction horizon. Computing the Newton step is the main computational
bottle-neck in many MPC algorithms and the algorithm can significantly reduce
the computation cost for popular state-of-the-art MPC algorithms.
