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We present a new algorithm for solving linear-quadratic regulator (LQR) problems with linear equality constraints, also known as constrained LQR (CLQR) problems. Our method's sequential runtime is linear in the number of stages and…

Optimization and Control · Mathematics 2024-08-06 João Sousa-Pinto , Dominique Orban

Unimodular/Phase only sequence having impulse like aperiodic auto-correlation function plays a central role in the applications of RADAR, SONAR, Cryptography, and Wireless (CDMA) Communication Systems. In this paper, we propose a fast…

Signal Processing · Electrical Eng. & Systems 2020-07-16 Surya Prakash Sankuru , Prabhu Babu

This paper considers the problem of solving a symmetric positive definite system of linear equations over a network of agents with arbitrary asynchronous interactions and membership dynamics. The latter implies that each agent is allowed to…

Systems and Control · Computer Science 2016-06-14 Jie Lu , Choon Yik Tang

A spatially distributed system contains a large amount of agents with limited sensing, data processing, and communication capabilities. Recent technological advances have opened up possibilities to deploy spatially distributed systems for…

Information Theory · Computer Science 2015-11-30 Cheng Cheng , Yingchun Jiang , Qiyu Sun

A crucial challenge in decentralized systems is state estimation in the presence of unknown inputs, particularly within heterogeneous sensor networks with dynamic topologies. While numerous consensus algorithms have been introduced, they…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Zida Wu , Ankur Mehta

Probabilistic ideas and tools have recently begun to permeate into several fields where they had traditionally not played a major role, including fields such as numerical linear algebra and optimization. One of the key ways in which these…

Numerical Analysis · Mathematics 2016-12-20 Robert M. Gower

This paper describes a new MATLAB software package of iterative regularization methods and test problems for large-scale linear inverse problems. The software package, called IR Tools, serves two related purposes: we provide implementations…

Numerical Analysis · Mathematics 2018-07-03 Silvia Gazzola , Per Christian Hansen , James G. Nagy

In this paper, we consider the solution of ill-conditioned systems of linear algebraic equations that can be determined imprecisely. To improve the stability of the solution process, we "immerse" the original imprecise linear system in an…

Numerical Analysis · Mathematics 2018-10-04 Sergey P. Shary

Robust iterative methods for solving large sparse systems of linear algebraic equations often suffer from the problem of optimizing the corresponding tuning parameters. To improve the performance of the problem of interest, specific…

Numerical Analysis · Mathematics 2023-10-18 Andrey Petrushov , Boris Krasnopolsky

Estimation of the degree of stability and the bounds of solutions to non-autonomous nonlinear systems present major concerns in numerous applied problems. Yet, current techniques are frequently yield overconservative conditions which are…

Dynamical Systems · Mathematics 2020-12-29 Mark A. Pinsky

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…

Optimization and Control · Mathematics 2017-05-11 Sina Khoshfetrat Pakazad , Christian A. Naesseth , Fredrik Lindsten , Anders Hansson

From data centers to IoT devices to Internet-based applications, overlay networks have become an important part of modern computing. Many of these overlay networks operate in fragile environments where processes are susceptible to faults…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-09-30 Andrew Berns

Asynchronous methods for solving systems of linear equations have been researched since Chazan and Miranker's pioneering 1969 paper on chaotic relaxation. The underlying idea of asynchronous methods is to avoid processor idle time by…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-07-16 Haim Avron , Alex Druinsky , Anshul Gupta

In this paper, we consider the iterative solution of linear algebraic equations under the condition that matrix-vector products with the coefficient matrix are computed only partially. At the same time, non-computed entries are set to…

Numerical Analysis · Mathematics 2024-10-15 Vassilis Kalantzis , Yuanzhe Xi , Lior Horesh , Yousef Saad

This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…

Multiagent Systems · Computer Science 2020-04-22 Roula Nassif , Stefan Vlaski , Ali H. Sayed

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

Numerical Analysis · Mathematics 2022-03-24 Darko Volkov

A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…

Numerical Analysis · Mathematics 2025-03-03 Herbert Egger , Andreas Schafelner

A recurrent task in coordinated systems is managing (estimating, predicting, or controlling) signals that vary in space, such as distributed sensed data or computation outcomes. Especially in large-scale settings, the problem can be…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-14 Roberto Casadei , Stefano Mariani , Danilo Pianini , Mirko Viroli , Franco Zambonelli

We consider the minimum-norm-point (MNP) problem over polyhedra, a well-studied problem that encompasses linear programming. We present a general algorithmic framework that combines two fundamental approaches for this problem: active set…

Optimization and Control · Mathematics 2023-08-15 Satoru Fujishige , Tomonari Kitahara , László A. Végh

The problem of remotely stabilizing a noisy linear time invariant plant over a Gaussian relay network is addressed. The network is comprised of a sensor node, a group of relay nodes and a remote controller. The sensor and the relay nodes…

Optimization and Control · Mathematics 2013-07-30 Ali A. Zaidi , Tobias J. Oechtering , Serdar Yuksel , Mikael Skoglund