Computational Complexity of Inexact Gradient Augmented Lagrangian Methods: Application to Constrained MPC

DOI10.1137/120897547zbMath1322.90066arXiv1302.4355OpenAlexW2030121914MaRDI QIDQ5173274

Valentin Nedelcu, Ion Necoara, Quoc Tran Dinh

Publication date: 9 February 2015

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.4355

zbMATH Keywords

convex programming embedded systems gradient method augmented Lagrangian fast gradient method constrained linear model predictive control iteration-complexity certification

Mathematics Subject Classification ID

Convex programming (90C25) Numerical methods involving duality (49M29) Optimality conditions and duality in mathematical programming (90C46)

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Uses Software

LANCELOT

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