Related papers: A sparse ADMM-based solver for linear MPC subject …
In model-predictive control (MPC), achieving the best closed-loop performance under a given computational resource is the underlying design consideration. This paper analyzes the MPC design problem with control performance and required…
We present an Alternating Direction Method of Multipliers (ADMM) algorithm for solving optimization problems with an l_1 regularized least-squares cost function subject to recursive equality constraints. The considered optimization problem…
Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…
We consider the problem of minimizing block-separable convex functions subject to linear constraints. While the Alternating Direction Method of Multipliers (ADMM) for two-block linear constraints has been intensively studied both…
This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…
Various efforts have been devoted to developing stabilizing distributed Model Predictive Control (MPC) schemes for tracking piecewise constant references. In these schemes, terminal sets are usually computed offline and used in the MPC…
Model Predictive Control (MPC) is a popular control approach due to its ability to consider constraints, including input and state restrictions, while minimizing a cost function. However, in practice, these constraints can result in…
This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…
This paper introduces the Bi-linear consensus Alternating Direction Method of Multipliers (Bi-cADMM), aimed at solving large-scale regularized Sparse Machine Learning (SML) problems defined over a network of computational nodes.…
We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…
The modular open-source framework GRAMPC-D for model predictive control of distributed systems is presented in this paper. The modular concept allows to solve optimal control problems (OCP) in a centralized and distributed fashion using the…
A linear inverse problem is proposed that requires the determination of multiple unknown signal vectors. Each unknown vector passes through a different system matrix and the results are added to yield a single observation vector. Given the…
This paper presents centralized and distributed Alternating Direction Method of Multipliers (ADMM) frameworks for solving large-scale nonconvex optimization problems with binary decision variables subject to spanning tree or rooted…
This paper investigates quantile regression in the presence of non-convex and non-smooth sparse penalties, such as the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD). The non-smooth and non-convex nature of…
This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…
In this paper we propose a fast optimization algorithm for approximately minimizing convex quadratic functions over the intersection of affine and separable constraints (i.e., the Cartesian product of possibly nonconvex real sets). This…
We propose a nonlinear model predictive control (NMPC) framework based on a direct optimal control method that ensures continuous-time constraint satisfaction and accurate evaluation of the running cost, without compromising computational…
In this paper, we develop a symmetric accelerated stochastic Alternating Direction Method of Multipliers (SAS-ADMM) for solving separable convex optimization problems with linear constraints. The objective function is the sum of a possibly…
This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…
It is a well known fact that finite time optimal controllers, such as MPC does not necessarily result in closed loop stable systems. Within the MPC community it is common practice to add a final state constraint and/or a final state penalty…