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In this paper, we analyze the convergence as well as the rate of convergence of asynchronous distributed quadratic programming (QP) with dual decomposition technique. In general, distributed optimization requires synchronization of data at…

Optimization and Control · Mathematics 2015-06-22 Kooktae Lee , Raktim Bhattacharya

In this paper, we propose a parallel shooting algorithm for solving nonlinear model predictive control problems using sequential quadratic programming. This algorithm is built on a two-phase approach where we first test and assess…

Systems and Control · Electrical Eng. & Systems 2023-07-21 P. C. N. Verheijen , M. Haghi , M. Lazar , D. Goswami

The principal task to control dynamical systems is to ensure their stability. When the system is unknown, robust approaches are promising since they aim to stabilize a large set of plausible systems simultaneously. We study linear…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Lenart Treven , Sebastian Curi , Mojmir Mutny , Andreas Krause

Two possible applications of random decoupling are discussed. Whereas so far decoupling methods have been considered merely for quantum memories, here it is demonstrated that random decoupling is also a convenient tool for stabilizing…

Quantum Physics · Physics 2008-03-06 Daniel Geberth , Oliver Kern , Gernot Alber , Igor Jex

Recent work by Mania et al. has proved that certainty equivalent control achieves nearly optimal regret for linear systems with quadratic costs. However, when parameter uncertainty is large, certainty equivalence cannot be relied upon to…

Optimization and Control · Mathematics 2020-01-01 Jack Umenberger , Thomas B. Schon

We analyze a sequential quadratic programming algorithm for solving a class of abstract optimization problems. Assuming that the initial point is in an $L^2$ neighborhood of a local solution that satisfies no-gap second-order sufficient…

Optimization and Control · Mathematics 2026-05-19 Eduardo Casas , Mariano Mateos

Motivated by large-scale optimization problems arising in the context of machine learning, there have been several advances in the study of asynchronous parallel and distributed optimization methods during the past decade. Asynchronous…

Machine Learning · Computer Science 2020-06-25 Mahmoud Assran , Arda Aytekin , Hamid Feyzmahdavian , Mikael Johansson , Michael Rabbat

This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

In distributed model predictive control (DMPC), where a centralized optimization problem is solved in distributed fashion using dual decomposition, it is important to keep the number of iterations in the solution algorithm, i.e. the amount…

Optimization and Control · Mathematics 2013-07-11 Pontus Giselsson , Anders Rantzer

Fracton topological phases have a large number of materialized symmetries that enforce a rigid structure on their excitations. Remarkably, we find that the symmetries of a quantum error-correcting code based on a fracton phase enable us to…

Quantum Physics · Physics 2020-04-02 Benjamin J. Brown , Dominic J. Williamson

Two characteristics that make convex decomposition algorithms attractive are simplicity of operations and generation of parallelizable structures. In principle, these schemes require that all coordinates update at the same time, i.e., they…

Optimization and Control · Mathematics 2018-03-07 Giorgos Stathopoulos , Colin N. Jones

This paper proposes a parallelizable algorithm for linear-quadratic model predictive control (MPC) problems with state and input constraints. The algorithm itself is based on a parallel MPC scheme that has originally been designed for…

Optimization and Control · Mathematics 2022-07-04 Jiahe Shi , Yuning Jiang , Juraj Oravec , Boris Houska

Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Julius Beerwerth , Maximilian Kloock , Bassam Alrifaee

In recent years, various means of efficiently detecting changepoints in the univariate setting have been proposed, with one popular approach involving minimising a penalised cost function using dynamic programming. In some situations, these…

Methodology · Statistics 2018-10-09 S. O. Tickle , I. A. Eckley , P. Fearnhead , K. Haynes

We propose a sequential quadratic programming (SQP) algorithm for inequality constrained optimization that is robust to the presence of bounded noise in function and derivative evaluations. We cover the case where constraint evaluations…

Optimization and Control · Mathematics 2026-04-17 Figen Oztoprak , Richard Byrd

Dual decomposition is widely utilized in distributed optimization of multi-agent systems. In practice, the dual decomposition algorithm is desired to admit an asynchronous implementation due to imperfect communication, such as time delay…

Optimization and Control · Mathematics 2021-03-05 Yifan Su , Zhaojian Wang , Ming Cao , Mengshuo Jia , Feng Liu

In this paper, we present a stabilized sequential quadratic semidefinite programming (SQSDP) method for nonlinear semidefinite programming (NSDP) problems and prove its local convergence. The stabilized SQSDP method is originally developed…

Optimization and Control · Mathematics 2024-03-19 Yuya Yamakawa

Parallel Quantum Annealing is a technique to solve multiple optimization problems simultaneously. Parallel quantum annealing aims to optimize the utilization of available qubits on a quantum topology by addressing multiple independent…

Quantum Physics · Physics 2024-03-12 Arit Kumar Bishwas , Anuraj Som , Saurabh Choudhary

This study considers the control problem with signal temporal logic (STL) specifications. Prior works have adopted smoothing techniques to address this problem within a feasible time frame and solve the problem by applying sequential…

Systems and Control · Electrical Eng. & Systems 2024-01-30 Yoshinari Takayama , Kazumune Hashimoto , Toshiyuki Ohtsuka

This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…

Optimization and Control · Mathematics 2020-02-27 James V. Burke , Frank E. Curtis , Hao Wang , Jiashan Wang
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