Soft inequality constraints in gradient method and fast gradient method for quadratic programming

DOI10.1007/S11081-018-9416-3MaRDI QIDQ2331372zbMATH OpenOpenAlexFDO

Authors Matija Perne, Samo Gerkšič, Boštjan Pregelj

Publication date 29 October 2019

Published in Optimization and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11081-018-9416-3

zbMATH Keywords

first-order methodsquadratic programmingmodel predictive controlKKT optimality conditionssoft constraints

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Quadratic programming (90C20) Optimality conditions for problems involving partial differential equations (49K20) Linear systems in control theory (93C05) Linear optimal control problems (49N05)

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• An algorithm for solving quadratic programming problems with linear equality and inequality constraints.

Cites work

• scientific article; zbMATH DE number 2107836 (Why is no real title available?)
• scientific article; zbMATH DE number 3067835 (Why is no real title available?)
• A dual gradient-projection algorithm for model predictive control in fixed-point arithmetic
• An Accelerated Dual Gradient-Projection Algorithm for Embedded Linear Model Predictive Control
• An online active set strategy to overcome the limitations of explicit MPC
• CVXGEN: a code generator for embedded convex optimization
• Duality in quadratic programming
• Embedded Online Optimization for Model Predictive Control at Megahertz Rates
• Introductory lectures on convex optimization. A basic course.
• Metric selection in fast dual forward-backward splitting
• Predictive control for linear and hybrid systems
• Predictive control with constraints
• Receding Horizon Control
• Soft Constrained Model Predictive Control With Robust Stability Guarantees
• Soft inequality constraints in gradient method and fast gradient method for quadratic programming
• Stability of model predictive control with mixed constraints
• The explicit linear quadratic regulator for constrained systems
• qpOASES: a parametric active-set algorithm for~quadratic programming

Cited in

(5)

• Soft inequality constraints in gradient method and fast gradient method for quadratic programming
• Dual fast projected gradient method for quadratic programming
• Local Decay of Residuals in Dual Gradient Method with Soft State Constraints
• Quadratic programming with ramp functions and fast online QP-MPC solutions
• Handling soft constraints via composite concave programming

Describes a project that uses

Uses Software

• fast_mpc
• CVXGEN
• FiOrdOs
• qpOASES

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