Related papers: Robust and Efficient Embedded Convex Optimization …

In the first part of the paper we consider accelerated first order optimization method for convex functions with $L$-Lipschitz-continuous gradient, that is able to automatically adapts to problems which satisfies Polyak-{\L}ojasiewicz…

We propose a variant of alternating direction method of multiplier (ADMM) to solve constrained trajectory optimization problems. Our ADMM framework breaks a joint optimization into small sub-problems, leading to a low iteration cost and…

This paper presents a new approach to solve linear and nonlinear model predictive control (MPC) problems that requires small memory footprint and throughput and is particularly suitable when the model and/or controller parameters change at…

Deployed machine learning models should be updated to take advantage of a larger sample size to improve performance, as more data is gathered over time. Unfortunately, even when model updates improve aggregate metrics such as accuracy, they…

Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…

This paper develops a methodology for adaptive data-driven Model Predictive Control (MPC) using Koopman operators. While MPC is ubiquitous in various fields of engineering, the controller performance can deteriorate if the modeling error…

The Alternating Direction Method of Multipliers (ADMM) has gained a lot of attention for solving large-scale and objective-separable constrained optimization. However, the two-block variable structure of the ADMM still limits the practical…

Agile quadrotor flight in challenging environments has the potential to revolutionize shipping, transportation, and search and rescue applications. Nonlinear model predictive control (NMPC) has recently shown promising results for agile…

Conventional optimization methods in machine learning and controls rely heavily on first-order update rules. Selecting the right method and hyperparameters for a particular task often involves trial-and-error or practitioner intuition,…

We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…

In this paper, we introduce the Adaptive Inertial Method (AIM), a novel framework for accelerated first-order methods through a customizable inertial term. We provide a rigorous convergence analysis establishing a global convergence rate of…

In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…

We provide a framework for computing the exact worst-case performance of any algorithm belonging to a broad class of oracle-based first-order methods for composite convex optimization, including those performing explicit, projected,…

Many techniques have been proposed to implement the Apriori algorithm on MapReduce framework but only a few have focused on performance improvement. FPC (Fixed Passes Combined-counting) and DPC (Dynamic Passes Combined-counting) algorithms…

The Alternating Direction Method of Multipliers (ADMM) has now days gained tremendous attentions for solving large-scale machine learning and signal processing problems due to the relative simplicity. However, the two-block structure of the…

This paper is devoted to the design of efficient primal-dual algorithm (PDA) for solving convex optimization problems with known saddle-point structure. We present a new PDA with larger acceptable range of parameters and correction, which…

The alternating direction method of multipliers (ADMM) is one of the most widely used first-order optimisation methods in the literature owing to its simplicity, flexibility and efficiency. Over the years, numerous efforts are made to…

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

This paper proposes an Adaptive Learning Model Predictive Control strategy for uncertain constrained linear systems performing iterative tasks. The additive uncertainty is modeled as the sum of a bounded process noise and an unknown…

This paper provides a zeroth-order optimisation framework for non-smooth and possibly non-convex cost functions with matrix parameters that are real and symmetric. We provide complexity bounds on the number of iterations required to ensure…