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This paper addresses problems of second-order cone programming important in optimization theory and applications. The main attention is paid to the augmented Lagrangian method (ALM) for such problems considered in both exact and inexact…

Optimization and Control · Mathematics 2021-07-07 Nguyen T. V. Hang , Boris S. Mordukhovich , M. Ebrahim Sarabi

We present a framework for the simulation of rigid and deformable bodies in the presence of contact and friction. Our method is based on a non-smooth Newton iteration that solves the underlying nonlinear complementarity problems (NCPs)…

State-of-the-art techniques for simultaneous localization and mapping (SLAM) employ iterative nonlinear optimization methods to compute an estimate for robot poses. While these techniques often work well in practice, they do not provide…

Robotics · Computer Science 2015-07-21 Luca Carlone , David Rosen , Giuseppe Calafiore , John Leonard , Frank Dellaert

We propose a modified primal-dual method for general convex optimization problems with changing constraints. We obtain properties of Lagrangian saddle points for these problems which enable us to establish convergence of the proposed…

Optimization and Control · Mathematics 2022-01-04 Igor Konnov

Motion planning for manipulators under task space constraints is difficult as it constrains the joint configurations to always lie on an implicitly defined manifold. It is possible to view task constrained motion planning as an optimization…

Robotics · Computer Science 2018-03-13 Arun Kumar Singh , Reza Ghabcheloo , Andreas Muller , Harit Pandya

In this paper, we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints are locally smooth. For solving this problem, we propose a…

Optimization and Control · Mathematics 2025-05-08 Lahcen El Bourkhissi , Ion Necoara

We study the computational complexity certification of inexact gradient augmented Lagrangian methods for solving convex optimization problems with complicated constraints. We solve the augmented Lagrangian dual problem that arises from the…

Optimization and Control · Mathematics 2013-02-19 Valentin Nedelcu , Ion Necoara , Quoc Tran Dinh

The augmented Lagrangian (AL) method that solves convex optimization problems with linear constraints has drawn more attention recently in imaging applications due to its decomposable structure for composite cost functions and empirical…

Optimization and Control · Mathematics 2015-11-30 Hung Nien , Jeffrey A. Fessler

This paper investigates the collision-free control problem for multi-agent systems. For such multi-agent systems, it is the typical situation where conventional methods using either the usual centralized model predictive control (MPC), or…

Multiagent Systems · Computer Science 2024-02-07 Zilong Cheng , Jun Ma , Wenxin Wang , Zicheng Zhu , Clarence W. de Silva , Tong Heng Lee

In this paper, we consider a class of convex programming problems with linear equality constraints, which finds broad applications in machine learning and signal processing. We propose a new adaptive balanced augmented Lagrangian (ABAL)…

Signal Processing · Electrical Eng. & Systems 2024-10-22 Jiageng Wu , Bo Jiang , Xinxin Li , Ya-Feng Liu , Jianhua Yuan

Decentralized optimization algorithms are important in different contexts, such as distributed optimal power flow or distributed model predictive control, as they avoid central coordination and enable decomposition of large-scale problems.…

Optimization and Control · Mathematics 2019-03-28 Alexander Engelmann , Yuning Jiang , Boris Houska , Timm Faulwasser

Lagrangian relaxation is a versatile mathematical technique employed to relax constraints in an optimization problem, enabling the generation of dual bounds to prove the optimality of feasible solutions and the design of efficient…

Artificial Intelligence · Computer Science 2023-12-25 Augustin Parjadis , Quentin Cappart , Bistra Dilkina , Aaron Ferber , Louis-Martin Rousseau

Safety is a primary challenge in real-world reinforcement learning (RL). Formulating safety requirements as state-wise constraints has become a prominent paradigm. Handling state-wise constraints with the Lagrangian method requires a…

Machine Learning · Computer Science 2026-05-04 Jiaming Zhang , Yujie Yang , Yao Lyu , Shengbo Eben Li , Liping Zhang

Augmented Lagrangian Methods (ALMs) are widely employed in solving constrained optimizations, and some efficient solvers are developed based on this framework. Under the quadratic growth assumption, it is known that the dual iterates and…

Optimization and Control · Mathematics 2024-10-31 Feng-Yi Liao , Lijun Ding , Yang Zheng

The Augmented Lagragian Method (ALM) and Alternating Direction Method of Multiplier (ADMM) have been powerful optimization methods for general convex programming subject to linear constraint. We consider the convex problem whose objective…

Optimization and Control · Mathematics 2015-11-18 Canyi Lu , Huan Li , Zhouchen Lin , Shuicheng Yan

The optimal transport (OT) problem and its related problems have attracted significant attention and have been extensively studied in various applications. In this paper, we focus on a class of group-quadratic regularized OT problems which…

Optimization and Control · Mathematics 2024-04-04 Lei Yang , Ling Liang , Hong T. M. Chu , Kim-Chuan Toh

We present a numerical method for the minimization of objectives that are augmented with large quadratic penalties of overdetermined inconsistent equality constraints. Such objectives arise from quadratic integral penalty methods for the…

Optimization and Control · Mathematics 2020-09-15 Martin P. Neuenhofen , Eric C. Kerrigan

For optimal control problems that involve planning and following a trajectory, two degree of freedom (2DOF) controllers are a ubiquitously used control architecture that decomposes the problem into a trajectory generation layer and a…

Optimization and Control · Mathematics 2023-11-14 Anusha Srikanthan , Vijay Kumar , Nikolai Matni

In the past years, augmented Lagrangian methods have been successfully applied to several classes of non-convex optimization problems, inspiring new developments in both theory and practice. In this paper we bring most of these recent…

Optimization and Control · Mathematics 2023-06-27 Roberto Andreani , Kelvin Rodrigues Couto , Orizon Pereira Ferreira , Gabriel Haeser

The augmented Lagrangian method (ALM) has gained tremendous popularity for its elegant theory and impressive numerical performance since it was proposed by Hestenes and Powell in 1969. It has been widely used in numerous efficient solvers…

Optimization and Control · Mathematics 2022-08-09 Shiwei Wang , Chao Ding
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