Complexity Certification of Proximal-Point Methods for Numerically Stable Quadratic Programming
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DOI: 10.1109/lcsys.2020.3038035
Abstract: When solving a quadratic program (QP), one can improve the numerical stability of any QP solver by performing proximal-point outer iterations, resulting in solving a sequence of better conditioned QPs. In this letter we present… read more here.
Keywords: proximal point; certification proximal; complexity certification; point ... See more keywords
Complexity Certification of a Distributed Augmented Lagrangian Method
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DOI: 10.1109/tac.2017.2747503
Abstract: In this paper, we present complexity certification results for a distributed augmented Lagrangian (AL) algorithm used to solve convex optimization problems involving globally coupled linear constraints. Our method relies on the accelerated distributed AL (ADAL)… read more here.
Keywords: distributed augmented; complexity; complexity certification; tex math ... See more keywords
A Unifying Complexity Certification Framework for Active-Set Methods for Convex Quadratic Programming
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DOI: 10.1109/tac.2021.3090749
Abstract: In model predictive control (MPC) an optimization problem has to be solved at each time step, which in real-time applications makes it important to solve these optimization problems efficiently and to have good upper bounds… read more here.
Keywords: time; complexity certification; set methods; unifying complexity ... See more keywords