Computational complexity certification for dual gradient method: application to embedded MPC

DOI10.1016/J.SYSCONLE.2015.04.011MaRDI QIDQ894005zbMATH OpenOpenAlexFDO

Authors Ion Necoara

Publication date 23 November 2015

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2015.04.011

zbMATH Keywords

complexity certificationdual gradientembedded model predictive controllinear/sublinear convergence rate

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Optimality conditions and duality in mathematical programming (90C46)

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Cites work

• Accelerated gradient methods and dual decomposition in distributed model predictive control
• An Accelerated Dual Gradient-Projection Algorithm for Embedded Linear Model Predictive Control
• An auto-generated real-time iteration algorithm for nonlinear MPC in the microsecond range
• Application of a Smoothing Technique to Decomposition in Convex Optimization
• Application of interior-point methods to model predictive control
• Approximate Primal Solutions and Rate Analysis for Dual Subgradient Methods
• Computational Complexity Certification for Real-Time MPC With Input Constraints Based on the Fast Gradient Method
• Computational complexity of inexact gradient augmented Lagrangian methods: application to constrained MPC
• Interior-point Lagrangian decomposition method for separable convex optimization
• Introductory lectures on convex optimization. A basic course.
• On linear convergence of a distributed dual gradient algorithm for linearly constrained separable convex problems
• Rate Analysis of Inexact Dual First-Order Methods Application to Dual Decomposition
• Variational Analysis

Cited in

(9)

• A software framework for embedded nonlinear model predictive control using a gradient-based augmented Lagrangian approach (GRAMPC)
• Complexity and convergence certification of a block principal pivoting method for box-constrained quadratic programs
• Complexity certifications of first-order inexact Lagrangian methods for general convex programming: application to real-time MPC
• Computational complexity of inexact gradient augmented Lagrangian methods: application to constrained MPC
• Iteration complexity analysis of dual first-order methods for conic convex programming
• Linear complementarity model predictive control with limited iterations for box-constrained problems
• Real-time model predictive control based on dual gradient projection: theory and fixed-point FPGA implementation
• Local Decay of Residuals in Dual Gradient Method with Soft State Constraints
• Complexity Certification of the Fast Alternating Minimization Algorithm for Linear MPC

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