Related papers: A distributed optimization-based approach for hier…
We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…
Various distributed optimization methods have been developed for solving problems which have simple local constraint sets and whose objective function is the sum of local cost functions of distributed agents in a network. Motivated by…
This paper considers the distributed robust suboptimal consensus control problem of linear multi-agent systems, with both H2 and H_infty performance requirements. A novel two-step complementary design approach is proposed. In the first…
This paper presents a scheme for dual robust control of batch processes under parametric uncertainty. The dual-control paradigm arises in the context of adaptive control. A trade-off should be decided between the control actions that…
This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…
In this paper, a centralized two-block separable optimization is considered for which a fully parallel primal-dual discrete-time algorithm with fixed step size is derived based on monotone operator splitting method. In this algorithm, the…
This paper presents a hierarchical control scheme for interconnected linear systems. At the higher layer of the control structure a robust centralized Model Predictive Control (MPC) algorithm based on a reduced order dynamic model of the…
We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and…
In this paper we consider distributed optimization problems in which the cost function is separable, i.e., a sum of possibly non-smooth functions all sharing a common variable, and can be split into a strongly convex term and a convex one.…
Adaptive model predictive control (MPC) robustly ensures safety while reducing uncertainty during operation. In this paper, a distributed version is proposed to deal with network systems featuring multiple agents and limited communication.…
This paper is about how to partition decision variables while decomposing a large-scale optimization problem for the best performance of distributed solution methods. Solving a large-scale optimization problem sequen- tially can be…
In this paper, we consider a chain of distributed systems governed by a degenerate parabolic equation, which satisfies a weak H\"{o}rmander type condition, with a control distributed over an open subdomain. In particular, we consider two…
Decentralized optimization is a common paradigm used in distributed signal processing and sensing as well as privacy-preserving and large-scale machine learning. It is assumed that several computational entities locally hold objective…
We study a continuous-time primal-dual algorithm for distributed optimization with nonconvex local cost functions over weight-unbalanced digraphs, and analyze its performance from a dissipativity-based perspective. We first reformulate the…
The paper presents a distributed model predictive control (DMPC) scheme for continuous-time nonlinear systems based on the alternating direction method of multipliers (ADMM). A stopping criterion in the ADMM algorithm limits the iterations…
This study develops an algorithm for distributed computing of linear programming problems of huge-scales. Global consensus with single common variable, multiblocks, and augmented Lagrangian are adopted. The consensus is used to partition…
We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…
This paper considers the decentralized optimization problem of minimizing a finite sum of strongly convex and twice continuously differentiable functions over a fixed-connected undirected network. A fully decentralized primal-dual…
The operation of large-scale infrastructure networks requires scalable optimization schemes. To guarantee safe system operation, a high degree of feasibility in a small number of iterations is important. Decomposition schemes can help to…
This paper proposes a form of MPC in which the control variables are moved asynchronously. This contrasts with most MIMO control schemes, which assume that all variables are updated simultaneously. MPC outperforms other control strategies…