Related papers: PRESAS: Block-Structured Preconditioning of Iterat…
In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…
In model predictive control (MPC) an optimization problem has to be solved at each time step, which in real-time applications makes it important to solve these optimization problems efficiently and to have good upper bounds on worst-case…
In optimization routines used for on-line Model Predictive Control (MPC), linear systems of equations are usually solved in each iteration. This is true both for Active Set (AS) methods as well as for Interior Point (IP) methods, and for…
The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…
In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…
Model Predictive Control (MPC) is a popular optimization-based control technique. MPC is usually formulated as sparse or dense Quadratic Programming (QP). This paper reviews two well-known methods, namely, state condensing and move…
Sparse linear iterative solvers are essential for many large-scale simulations. Much of the runtime of these solvers is often spent in the implicit evaluation of matrix polynomials via a sequence of sparse matrix-vector products. A variety…
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…
This work presents an explicit-implicit procedure to compute a model predictive control (MPC) law with guarantees on recursive feasibility and asymptotic stability. The approach combines an offline-trained fully-connected neural network…
We describe a number of recently developed techniques for improving the performance of large-scale nuclear configuration interaction calculations on high performance parallel computers. We show the benefit of using a preconditioned block…
Linear Model Predictive Control (MPC) is a widely used method to control systems with linear dynamics. Efficient interior-point methods have been proposed which leverage the block diagonal structure of the quadratic program (QP) resulting…
Model predictive control (MPC) anticipates future events to take appropriate control actions. Nonlinear MPC (NMPC) deals with nonlinear models and/or constraints. A Continuation/GMRES Method for NMPC, suggested by T. Ohtsuka in 2004, uses…
We present a method for solving the general mixed constrained convex quadratic programming problem using an active set method on the dual problem. The approach is similar to existing active set methods, but we present a new way of solving…
Model predictive control (MPC) has emerged as an effective strategy for water distribution systems (WDSs) management. However, it is hampered by the computational burden for large-scale WDSs due to the combinatorial growth of possible…
We derive novel, fast, and parameter-robust preconditioned iterative methods for steady and time-dependent Navier--Stokes control problems. Our approach may be applied to time-dependent problems which are discretized using backward Euler or…
This paper introduces inexact versions of several block-splitting preconditioners for solving the three-by-three block linear systems arising from a special class of indefinite least squares problems. We first establish the convergence…
Model Predictive Control (MPC) is widely used in robot control by optimizing a sequence of control outputs over a finite-horizon. Computational approaches for MPC include deterministic methods (e.g., iLQR and COBYLA), as well as…
Model predictive control (MPC) provides a useful means for controlling systems with constraints, but suffers from the computational burden of repeatedly solving an optimization problem in real time. Offline (explicit) solutions for MPC…
Mixed-integer model predictive control (MI-MPC) requires the solution of a mixed-integer quadratic program (MIQP) at each sampling instant under strict timing constraints, where part of the state and control variables can only assume a…
Model predictive control (MPC) anticipates future events to take appropriate control actions. Nonlinear MPC (NMPC) describes systems with nonlinear models and/or constraints. A Continuation/GMRES Method for NMPC, suggested by T. Ohtsuka in…