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In this paper, we present a two-phase augmented Lagrangian method, called QSDPNAL, for solving convex quadratic semidefinite programming (QSDP) problems with constraints consisting of a large number of linear equality, inequality…

Optimization and Control · Mathematics 2017-01-02 Xudong Li , Defeng Sun , Kim-Chuan Toh

This paper proposes a data-driven solution for Volt-VAR control problem in active distribution system. As distribution system models are always inaccurate and incomplete, it is quite difficult to solve the problem. To handle with this…

Artificial Intelligence · Computer Science 2024-10-22 Guibin Chen

We design inexact proximal augmented Lagrangian based decomposition methods for convex composite programming problems with dual block-angular structures. Our methods are particularly well suited for convex quadratic programming problems…

Optimization and Control · Mathematics 2023-03-14 Kuang-Yu Ding , Xin-Yee Lam , Kim-Chuan Toh

In the subsurface, fractures and the surrounding porous rock can deform in interaction with fluid flow. Advanced mathematical models governing these coupled processes typically combine fluid flow, poroelasticity, and fracture contact…

Numerical Analysis · Mathematics 2026-03-03 Marius Nevland , Inga Berre , Jakub Wiktor Both , Eirik Keilegavlen

This paper proposes a new algorithm that solves non-convex optimal control problems with a theoretical guarantee for global convergence to a feasible local solution of the original problem. The proposed algorithm extends the recently…

Optimization and Control · Mathematics 2024-10-15 Kenshiro Oguri

We introduce variable projected augmented Lagrangian (VPAL) methods for solving generalized nonlinear Lasso problems with improved speed and accuracy. By eliminating the nonsmooth variable via soft-thresholding, VPAL transforms the problem…

Optimization and Control · Mathematics 2025-10-29 Stefano Aleotti , Davide Bianchi , Florian Bossmann , Riley Yizhou Chen , Matthias Chung

This work introduces an unconventional inexact augmented Lagrangian method where the augmenting term is a Euclidean norm raised to a power between one and two. The proposed algorithm is applicable to a broad class of constrained nonconvex…

Optimization and Control · Mathematics 2025-11-25 Alexander Bodard , Konstantinos Oikonomidis , Emanuel Laude , Panagiotis Patrinos

Most existing methods for motion planning of mobile robots involve generating collision-free trajectories. However, these methods focusing solely on contact avoidance may limit the robots' locomotion and can not be applied to tasks where…

Robotics · Computer Science 2025-02-06 Haokun Wang , Qianhao Wang , Fei Gao , Shaojie Shen

Due to the possible lack of primal-dual-type error bounds, the superlinear convergence for the Karush-Kuhn-Tucker (KKT) residues of the sequence generated by augmented Lagrangian method (ALM) for solving convex composite conic programming…

Optimization and Control · Mathematics 2017-06-28 Ying Cui , Defeng Sun , Kim-Chuan Toh

A novel augmented Lagrangian method for solving non-convex programs with nonlinear cost and constraint couplings in a distributed framework is presented. The proposed decomposition algorithm is made of two layers: The outer level is a…

Optimization and Control · Mathematics 2014-07-22 Jean-Hubert Hours , Colin N. Jones

This technical report provides an in-depth evaluation of both established and state-of-the-art methods for simulating constrained rigid multi-body systems with hard-contact dynamics, using formulations of Nonlinear Complementarity Problems…

Robotics · Computer Science 2025-04-29 Vassilios Tsounis , Ruben Grandia , Moritz Bächer

Within the framework of the augmented Lagrangian (AL), we propose a novel distributed optimization method, termed Distributed Augmented Lagrangian Decomposition (DALD), and provide a rigorous convergence proof for its standard version. To…

Optimization and Control · Mathematics 2025-10-07 Wenyou Guo , Ting Qu , Hainan Huang , Yafeng Wei

Learning to Optimize (L2O) approaches, including algorithm unrolling, plug-and-play methods, and hyperparameter learning, have garnered significant attention and have been successfully applied to the Alternating Direction Method of…

Optimization and Control · Mathematics 2024-09-27 Ling Liang , Cameron Austin , Haizhao Yang

Dynamic games are an effective paradigm for dealing with the control of multiple interacting actors. This paper introduces ALGAMES (Augmented Lagrangian GAME-theoretic Solver), a solver that handles trajectory optimization problems with…

Robotics · Computer Science 2021-06-01 Simon Le Cleac'h , Mac Schwager , Zachary Manchester

To construct a parallel approach for solving optimization problems with orthogonality constraints is usually regarded as an extremely difficult mission, due to the low scalability of the orthonormalization procedure. However, such demand is…

Optimization and Control · Mathematics 2021-11-16 Bin Gao , Xin Liu , Ya-xiang Yuan

Consider the minimization of a nonconvex differentiable function over a polyhedron. A popular primal-dual first-order method for this problem is to perform a gradient projection iteration for the augmented Lagrangian function and then…

Optimization and Control · Mathematics 2020-08-05 Jiawei Zhang , Zhi-Quan Luo

The augmented Lagrange method is employed to address the optimal control problem involving pointwise state constraints in parabolic equations. The strong convergence of the primal variables and the weak convergence of the dual variables are…

Optimization and Control · Mathematics 2024-12-02 Weilong You , Fu Zhang

In this paper, we consider the linearly constrained composite convex optimization problem, whose objective is a sum of a smooth function and a possibly nonsmooth function. We propose an inexact augmented Lagrangian (IAL) framework for…

Optimization and Control · Mathematics 2018-03-30 Ya-Feng Liu , Xin Liu , Shiqian Ma

Non-linear model predictive control (nMPC) is a powerful approach to control complex robots (such as humanoids, quadrupeds, or unmanned aerial manipulators (UAMs)) as it brings important advantages over other existing techniques. The…

Robotics · Computer Science 2023-07-28 Josep Martí-Saumell , Joan Solà , Angel Santamaria-Navarro , Juan Andrade-Cetto

Physics and equality constrained artificial neural networks (PECANN) are grounded in methods of constrained optimization to properly constrain the solution of partial differential equations (PDEs) with their boundary and initial conditions…

Machine Learning · Computer Science 2023-07-18 Shamsulhaq Basir , Inanc Senocak
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