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Model predictive control problems for constrained hybrid systems are usually cast as mixed-integer optimization problems (MIP). However, commercial MIP solvers are designed to run on desktop computing platforms and are not suited for…

最优化与控制 · 数学 2020-02-05 Damian Frick , Angelos Georghiou , Juan L. Jerez , Alexander Domahidi , Manfred Morari

In the development of industrial digital twins, the optimization problem of technological and business processes often arises. In many cases, this problem can be reduced to a large-scale linear programming (LP) problem. The article is…

最优化与控制 · 数学 2021-02-16 Leonid B. Sokolinsky , Irina M. Sokolinskaya

The atomic norm provides a generalization of the $\ell_1$-norm to continuous parameter spaces. When applied as a sparse regularizer for line spectral estimation the solution can be obtained by solving a convex optimization problem. This…

数值分析 · 数学 2019-06-24 Thomas Lundgaard Hansen , Tobias Lindstrøm Jensen

The focus in this paper is interior-point methods for bound-constrained nonlinear optimization, where the system of nonlinear equations that arise are solved with Newton's method. There is a trade-off between solving Newton systems…

最优化与控制 · 数学 2023-05-04 David Ek , Anders Forsgren

This paper aims to study a majorized alternating direction method of multipliers with indefinite proximal terms (iPADMM) for convex composite optimization problems. We show that the majorized iPADMM for 2-block convex optimization problems…

最优化与控制 · 数学 2018-02-08 Ning Zhang , Jia Wu , Liwei Zhang

Low-rank representation (LRR) is an effective method for subspace clustering and has found wide applications in computer vision and machine learning. The existing LRR solver is based on the alternating direction method (ADM). It suffers…

最优化与控制 · 数学 2011-09-05 Zhouchen Lin , Risheng Liu , Zhixun Su

This paper establishes the iteration-complexity of a Jacobi-type non-Euclidean proximal alternating direction method of multipliers (ADMM) for solving multi-block linearly constrained nonconvex programs. The subproblems of this ADMM variant…

最优化与控制 · 数学 2017-05-23 Jefferson G. Melo , Renato D. C. Monteiro

Despite major advancements in nonlinear programming (NLP) and convex relaxations, most system operators around the world still predominantly use some form of linear programming (LP) approximation of the AC power flow equations. This is…

最优化与控制 · 数学 2021-07-19 Sleiman , Mhanna , Pierluigi , Mancarella

Interior point methods (IPMs) that handle nonconvex constraints such as IPOPT, KNITRO and LOQO have had enormous practical success. We consider IPMs in the setting where the objective and constraints are thrice differentiable, and have…

最优化与控制 · 数学 2023-11-06 Oliver Hinder , Yinyu Ye

We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inner subproblems. The exact line search reduces in this case…

最优化与控制 · 数学 2020-04-02 Ben Hermans , Andreas Themelis , Panagiotis Patrinos

In this paper we present an FPGA-based implementation of linear programming (LP) decoding. LP decoding frames error correction as an optimization problem. This is in contrast to variants of belief propagation (BP) decoding that view error…

信息论 · 计算机科学 2016-05-23 Mitchell Wasson , Mario Milicevic , Stark C. Draper , Glenn Gulak

In this paper, we propose and analyze an inexact version of the symmetric proximal alternating direction method of multipliers (ADMM) for solving linearly constrained optimization problems. Basically, the method allows its first subproblem…

最优化与控制 · 数学 2020-06-05 Vando A. Adona , Max L. N. Gonçalves

In this paper, we aim to provide a comprehensive analysis on the linear rate convergence of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex composite optimization problems. Under a certain…

最优化与控制 · 数学 2015-08-11 Deren Han , Defeng Sun , Liwei Zhang

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

最优化与控制 · 数学 2016-04-12 William W. Hager , Hongchao Zhang

Inspired by the recent advances in deep learning (DL), this work presents a deep neural network aided decoding algorithm for binary linear codes. Based on the concept of deep unfolding, we design a decoding network by unfolding the…

信息论 · 计算机科学 2020-02-19 Yi Wei , Ming-Min Zhao , Min-Jian Zhao , Ming Lei

Hierarchical least-squares programs with linear constraints (HLSP) are a type of optimization problem very common in robotics. Each priority level contains an objective in least-squares form which is subject to the linear constraints of the…

最优化与控制 · 数学 2023-08-07 Kai Pfeiffer , Adrien Escande , Ludovic Righetti

Alternating direction method of multiplier (ADMM) is a popular method used to design distributed versions of a machine learning algorithm, whereby local computations are performed on local data with the output exchanged among neighbors in…

机器学习 · 计算机科学 2018-06-07 Xueru Zhang , Mohammad Mahdi Khalili , Mingyan Liu

First-order primal-dual methods are appealing for their low memory overhead, fast iterations, and effective parallelization. However, they are often slow at finding high accuracy solutions, which creates a barrier to their use in…

最优化与控制 · 数学 2023-12-05 David Applegate , Oliver Hinder , Haihao Lu , Miles Lubin

This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…

系统与控制 · 电气工程与系统科学 2020-10-21 Andrei Pavlov , Iman Shames , Chris Manzie

In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…

计算机视觉与模式识别 · 计算机科学 2017-07-03 Yiyang Wang , Risheng Liu , Xiaoliang Song , Zhixun Su