相关论文: ADMM for Exploiting Structure in MPC Problems

The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…

The objective of this paper is to design an efficient and convergent alternating direction method of multipliers (ADMM) for finding a solution of medium accuracy to conic programming problems whose constraints consist of linear equalities,…

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…

In this paper, we propose a novel distributed alternating direction method of multipliers (ADMM) algorithm with synergetic communication and computation, called SCCD-ADMM, to reduce the total communication and computation cost of the…

Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

A method for quasistatic cohesive fracture is introduced that uses an alternating direction method of multipliers (ADMM) to implement an energy approach to cohesive fracture. The ADMM algorithm minimizes a non-smooth, non-convex potential…

Mixed-integer model predictive control (MI-MPC) requires the solution of a mixed-integer quadratic program (MIQP) at each sampling instant under strict timing constraints, where part of the state and control variables can only assume a…

Parabolic optimal control problems with control constraints are generally challenging, from either theoretical analysis or algorithmic design perspectives. Conceptually, the well-known alternating direction method of multipliers (ADMM) can…

This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…

The paper considers a computational governor strategy to facilitate the implementation of Model Predictive Control (MPC) based on inexact optimization when the time available to compute the solution may be insufficient. In the setting of…

This paper studies efficient distributed optimization methods for multi-agent networks. Specifically, we consider a convex optimization problem with a globally coupled linear equality constraint and local polyhedra constraints, and develop…

This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…

One of the crucial issues in federated learning is how to develop efficient optimization algorithms. Most of the current ones require full device participation and/or impose strong assumptions for convergence. Different from the widely-used…

From a dual perspective of the sparse representation model, Nam et al. proposed the cosparse analysis model. In this paper, we aim to investigate the convergence of the alternating direction method of multipliers (ADMM) for the cosparse…

This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…

Collaborative transportation of heavy payloads via loco-manipulation is a challenging yet essential capability for legged robots operating in complex, unstructured environments. Centralized planning methods, e.g., holistic trajectory…

In this paper, the elliptic PDE-constrained optimization problem with box constraints on the control is studied. To numerically solve the problem, we apply the 'optimize-discretize-optimize' strategy. Specifically, the alternating direction…

Adaptive model predictive control (MPC) robustly ensures safety while reducing uncertainty during operation. In this paper, a distributed version is proposed to deal with network systems featuring multiple agents and limited communication.…

Mean-variance portfolio optimization problems often involve separable nonconvex terms, including penalties on capital gains, integer share constraints, and minimum position and trade sizes. We propose a heuristic algorithm for such problems…