Related papers: Improving Fast Dual Ascent for MPC - Part II: The …

This paper presents a novel accelerated distributed algorithm for unconstrained consensus optimization over static undirected networks. The proposed algorithm combines the benefits of acceleration from momentum, the robustness of the…

Probabilistic collision detection (PCD) is essential in motion planning for robots operating in unstructured environments, where considering sensing uncertainty helps prevent damage. Existing PCD methods mainly used simplified geometric…

Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…

Solving semiparametric models can be computationally challenging because the dimension of parameter space may grow large with increasing sample size. Classical Newton's method becomes quite slow and unstable with intensive calculation of…

In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Many techniques for real-time trajectory optimization and control require the solution of optimization problems at high frequencies. However, ill-conditioning in the optimization problem can significantly reduce the speed of first-order…

In light of the increased focus on distributed methods, this paper proposes two accelerated subgradient methods and an adaptive penalty parameter scheme to speed-up the convergence of ADMM on the component-based dual decomposition of the…

In contemporary control theory, self-adaptive methodologies are highly esteemed for their inherent flexibility and robustness in managing modeling uncertainties. Particularly, robust adaptive control stands out owing to its potent…

In this paper, we propose and analyze a fast two-point gradient algorithm for solving nonlinear ill-posed problems, which is based on the sequential subspace optimization method. A complete convergence analysis is provided under the…

In this paper we propose an Alternating Direction Method of Multipliers (ADMM) algorithm for solving a Model Predictive Control (MPC) optimization problem, in which the system has state and input constraints and a nonlinear input map. The…

Alternating direction methods of multipliers (ADMMs) are popular approaches to handle large scale semidefinite programs that gained attention during the past decade. In this paper, we focus on solving doubly nonnegative programs (DNN),…

The article proposes a Caputo fractional conjugate gradient (CFCG) method for unconstrained optimization problems which is applicable to smooth as well as non-smooth problmes. The proposed method uses a non-adaptive version of the Caputo…

In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…

In this paper, we aim to accelerate a preconditioned alternating direction method of multipliers (pADMM), whose proximal terms are convex quadratic functions, for solving linearly constrained convex optimization problems. To achieve this,…

Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Accelerated coordinate descent is widely used in optimization due to its cheap per-iteration cost and scalability to large-scale problems. Up to a primal-dual transformation, it is also the same as accelerated stochastic gradient descent…

We propose a new stochastic dual coordinate ascent technique that can be applied to a wide range of regularized learning problems. Our method is based on Alternating Direction Multiplier Method (ADMM) to deal with complex regularization…

In this paper, we propose an efficient, receding horizon, local adaptive low-level planner as the middle layer between our original planner and controller. Our method is named as corridor-based model predictive contouring control (CMPCC)…

We describe the first gradient methods on Riemannian manifolds to achieve accelerated rates in the non-convex case. Under Lipschitz assumptions on the Riemannian gradient and Hessian of the cost function, these methods find approximate…