Publications related to Computational Complexity Certification for Real-Time MPC With Input Constraints Based on the Fast Gradient Method

Solving the Infinite-horizon Constrained LQR Problem using Accelerated Dual Proximal Methods

Colin Neil Jones, Milan Korda, Georgios Stathopoulos

This work presents an algorithmic scheme for solving the infinite-time constrained linear quadratic regulation problem. We employ an accelerated version of a popular proximal gradient scheme, commonly known as the Forward-Backward Splitting (FBS), and prov ...

Institute of Electrical and Electronics Engineers2017

Distributed Modifier-Adaptation Schemes for the Real-Time Optimization of Interconnected Systems in the Presence of Structural Plant-Model Mismatch

Dominique Bonvin, René Uwe Schneider, Predrag Milosavljevic

The desire to operate chemical processes in a safe and economically optimal way has motivated the development of so-called real-time optimization (RTO) methods [1]. For continuous processes, these methods aim to compute safe and optimal steady-state set ...

2016

Accurate, Stable and Efficient Modal Calculations of Photoelectrically Useful Absorption in Lamellar Metallic and Semiconductor Diffraction Gratings

David Isaak Gablinger

Solar energy has seen tremendous advances in the past years. For thin film photovoltaics, which use less of the expensive semiconductor materials, insufficient light absorption can be a limiting factor. It is hoped that by using diffractive optics to impro ...

EPFL2016

Decomposition Strategies for Nonconvex Problems, a Parametric Approach

Jean-Hubert Hours

This thesis deals with the development of numerical methods for solving nonconvex optimisation problems by means of decomposition and continuation techniques. We first introduce a novel decomposition algorithm based on alternating gradient projections and ...

EPFL2016

Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations

Alfio Quarteroni, Gianluigi Rozza, Peng Chen

In this paper we develop and analyze a multilevel weighted reduced basis method for solving stochastic optimal control problems constrained by Stokes equations. We prove the analytic regularity of the optimal solution in the probability space under certain ...

Springer Heidelberg2016

Accelerated ADMM based on Accelerated Douglas-Rachford Splitting

Colin Neil Jones, Ivan Pejcic

Alternating direction method of multipliers (ADMM) is a form of augmented Lagrangian optimisation algorithm that found its place in many new applications in recent years. This paper explores a possibility for an upgrade of the ADMM by extrapolation-based a ...

Ieee2016

Constrained LQR Using Online Decomposition Techniques

Colin Neil Jones, Georgios Stathopoulos

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 ...

2016

MATHICSE Technical Report : A novel iterative method to approximate structured singular values

Daniel Kressner

A novel method for approximating structured singular values (also known as

\mu

- values) is proposed and investigated. These quantities constitute an important tool in the stability analysis of uncertain linear control systems as well as in structured eig ...

MATHICSE2016

The Interface Control Domain Decomposition Method For Stokes-Darcy Coupling

Alfio Quarteroni, Marco Discacciati

The interface control domain decomposition (ICDD) method of Discacciati, Gervasio, and Quarteroni [SIAM J. Control Optim., 51 (2013), pp. 3434-3458, doi:10.1137/120890764; J. Coupled Syst. Multiscale Dyn., 1 (2013), pp. 372-392, doi:10.1166/jcsmd.2013.1026 ...

Siam Publications2016

MATHICSE Technical Report : Multi space reduced basis preconditioners for large-scale parametrized PDEs

Alfio Quarteroni, Simone Deparis, Andrea Manzoni, Niccolò Dal Santo

In this work we introduce a new two-level preconditioner for the efficient solution of large scale linear systems arising from the discretization of parametrized PDEs. The proposed preconditioner combines in a multiplicative way a reduced basis solver, whi ...

MATHICSE2016

Computational Complexity Certification for Real-Time MPC With Input Constraints Based on the Fast Gradient Method

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Solving the Infinite-horizon Constrained LQR Problem using Accelerated Dual Proximal Methods

Distributed Modifier-Adaptation Schemes for the Real-Time Optimization of Interconnected Systems in the Presence of Structural Plant-Model Mismatch

Accurate, Stable and Efficient Modal Calculations of Photoelectrically Useful Absorption in Lamellar Metallic and Semiconductor Diffraction Gratings

Decomposition Strategies for Nonconvex Problems, a Parametric Approach

Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations

Accelerated ADMM based on Accelerated Douglas-Rachford Splitting

Constrained LQR Using Online Decomposition Techniques

MATHICSE Technical Report : A novel iterative method to approximate structured singular values

The Interface Control Domain Decomposition Method For Stokes-Darcy Coupling

MATHICSE Technical Report : Multi space reduced basis preconditioners for large-scale parametrized PDEs

Accurate, Stable and Efficient Modal Calculations of Photoelectrically Useful Absorption in Lamellar Metallic and Semiconductor Diffraction Gratings

Solving the Infinite-horizon Constrained LQR Problem using Accelerated Dual Proximal Methods

Decomposition Strategies for Nonconvex Problems, a Parametric Approach

The Interface Control Domain Decomposition Method For Stokes-Darcy Coupling

Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations

MATHICSE Technical Report : Multi space reduced basis preconditioners for large-scale parametrized PDEs

Distributed Modifier-Adaptation Schemes for the Real-Time Optimization of Interconnected Systems in the Presence of Structural Plant-Model Mismatch

Constrained LQR Using Online Decomposition Techniques

Accelerated ADMM based on Accelerated Douglas-Rachford Splitting

MATHICSE Technical Report : A novel iterative method to approximate structured singular values