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In this paper, we propose a novel splitting method for finding a zero point of the sum of two monotone operators where one of them is Lipschizian. The weak convergence the method is proved in real Hilbert spaces. Applying the proposed method to composite m ...
The research community has been making significant progress in hardware implementation, numerical computing and algorithm development for optimization-based control. However, there are two key challenges that still have to be overcome for optimization-base ...
One of the most accurate methods for solving the time-dependent Schrödinger equation uses a combination of the dynamic Fourier method with the split-operator algorithm on a tensor-product grid. To reduce the number of required grid points, we let the grid ...
This paper focuses on the design of an asynchronous dual solver suitable for model predictive control (MPC) applications. The proposed solver relies on a state-of-the-art variance reduction (VR) scheme, previously used in the context of proximal stochastic ...
The problem of finding a k×k submatrix of maximum volume of a matrix A is of interest in a variety of applications. For example, it yields a quasi-best low-rank approximation constructed from the rows and columns of A. We show that such a submatrix ...
The significant progress that has been made in recent years both in hardware implementations and in numerical computing has rendered real-time optimization-based control a viable option when it comes to advanced industrial applications. At the same time, t ...
This paper presents an algorithm to solve the infinite horizon constrained linear quadratic regulator (CLQR) problem using operator splitting methods. First, the CLQR problem is reformulated as a (finite-time) model predictive control (MPC) problem without ...
This thesis contributes towards the design and analysis of fast and distributed optimization algorithms based on splitting techniques, such as proximal gradient methods or alternation minimization algorithms, with the application of solving model predictiv ...
In this technical note, the fast alternating minimization algorithm (FAMA) is proposed to solve model predictive control (MPC) problems with polytopic and second-order cone constraints. Two splitting strategies with efficient implementations for MPC proble ...
This paper provides an efficient way to simulate the transient electromagnetic field coupling to overhead multi conductor transmission lines in time domain based on an analytical iterative technique. The method is entirely in time domain and therefore can ...
