Related papers: Interior-Point-based H2 Controller Synthesis for C…
An interior-point algorithm framework is proposed, analyzed, and tested for solving nonlinearly constrained continuous optimization problems. The main setting of interest is when the objective and constraint functions may be nonlinear…
In this paper, a computationally efficient frequency-limited model reduction algorithm is presented for large-scale interconnected power systems. The algorithm generates a reduced order model which not only preserves the electromechanical…
Mechanical systems are usually modeled by second-order Ordinary Differential Equations (ODE) which take the form $\ddot{q} = f(t, q, \dot{q})$. While simulation methods tailored to these equations have been studied, using them in direct…
Quantum metrology leverages quantum resources such as entanglement and squeezing to enhance parameter estimation precision beyond classical limits. While optimal quantum control strategies can assist to reach or even surpass the Heisenberg…
Phasor Measurement Units (PMUs) are essential measuring devices for monitoring, control and protection of power systems. The objective of the optimal PMU placement (OPP) problem is to minimize the number of PMUs and select the bus locations…
We consider Riemannian optimization problems with inequality and equality constraints and analyze a class of Riemannian interior point methods for solving them. The algorithm of interest consists of outer and inner iterations. We show that,…
In this paper, we proposed an interior point method for constrained optimization, which is characterized by the using of quasi-tangential subproblem. This algorithm follows the main ideas of primal dual interior point methods and…
This Ph.D. dissertation contains results in two different but related fields: the implementation of model predictive control (MPC) in embedded systems using first order methods, and restart schemes for accelerated first order methods…
We consider H2 output feedback controller synthesis with pre-specified constraints on spatial communication distance (locality) for spatially-invariant systems using two factored controller frameworks: the system-level parameterization and…
In this work, we propose an adaptive spectral element algorithm for solving nonlinear optimal control problems. The method employs orthogonal collocation at the shifted Gegenbauer-Gauss points combined with very accurate and stable…
Many recent studies on first-order methods (FOMs) focus on \emph{composite non-convex non-smooth} optimization with linear and/or nonlinear function constraints. Upper (or worst-case) complexity bounds have been established for these…
In this paper, we mainly focus on solving high-dimensional stochastic Hamiltonian systems with boundary condition, which is essentially a Forward Backward Stochastic Differential Equation (FBSDE in short), and propose a novel method from…
We investigate how to port the standard interior-point method to new exascale architectures for block-structured nonlinear programs with state equations. Computationally, we decompose the interior-point algorithm into two successive…
We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…
Quantum coherence inherently affects the dynamics and the performances of a quantum machine. Coherent control can, at least in principle, enhance the work extraction and boost the velocity of evolution in an open quantum system. Using…
In this paper, we define a new, special second order cone as a type-$k$ second order cone. We focus on the case of $k=2$, which can be viewed as SOCO with an additional {\em complicating variable}. For this new problem, we develop the…
For interior-point algorithms in linear programming, it is well-known that the selection of the centering parameter is crucial for proving polynomility in theory and for efficiency in practice. However, the selection of the centering…
We propose a splitting approach to solve the second-order Hamilton--Jacobi equation, reducing it to a heat step and a purely first-order step. The latter is implemented using a gradient value policy iteration algorithm, enabling efficient…
We provide an interior point method based on quasi-Newton iterations, which only requires first-order access to a strongly self-concordant barrier function. To achieve this, we extend the techniques of Dunagan-Harvey [STOC '07] to maintain…
This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…