Metric selection in fast dual forward-backward splitting
From MaRDI portal
Publication:901087
DOI10.1016/j.automatica.2015.09.010zbMath1330.49032arXiv1410.8479OpenAlexW2173413132MaRDI QIDQ901087
Pontus Giselsson, Stephen P. Boyd
Publication date: 23 December 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1410.8479
preconditioningmodel predictive controldistributed optimizationmetric selectionfirst order optimization algorithms
Related Items
Stochastic matrix-free equilibration, Conic optimization via operator splitting and homogeneous self-dual embedding, Local Decay of Residuals in Dual Gradient Method with Soft State Constraints, Backward-forward-reflected-backward splitting for three operator monotone inclusions, Massively parallelizable proximal algorithms for large‐scale stochastic optimal control problems, Parameter Selection and Preconditioning for a Graph Form Solver, Envelope functions: unifications and further properties, On closed-loop dynamics of ADMM-based MPC, OSQP: An Operator Splitting Solver for Quadratic Programs, Preconditioning of a Generalized Forward-Backward Splitting and Application to Optimization on Graphs, Plug-and-Play Unplugged: Optimization-Free Reconstruction Using Consensus Equilibrium, Soft inequality constraints in gradient method and fast gradient method for quadratic programming
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Smooth minimization of non-smooth functions
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Accelerated gradient methods and dual decomposition in distributed model predictive control
- Gradient methods for minimizing composite functions
- CVXGEN: a code generator for embedded convex optimization
- Partitioning procedures for solving mixed-variables programming problems
- On linear convergence of a distributed dual gradient algorithm for linearly constrained separable convex problems
- A first-order primal-dual algorithm for convex problems with applications to imaging
- Certification aspects of the fast gradient method for solving the dual of parametric convex programs
- Concerning nonnegative matrices and doubly stochastic matrices
- Embedded Online Optimization for Model Predictive Control at Megahertz Rates
- Rate Analysis of Inexact Dual First-Order Methods Application to Dual Decomposition
- An Accelerated Dual Gradient-Projection Algorithm for Embedded Linear Model Predictive Control
- Nonlinear control of constrained linear systems via predictive reference management
- Minimizing Condition Number via Convex Programming
- The Decomposition Algorithm for Linear Programs
- Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
- Linear Matrix Inequalities in System and Control Theory
- Computational Complexity of Inexact Gradient Augmented Lagrangian Methods: Application to Constrained MPC
- An <formula formulatype="inline"><tex Notation="TeX">$O(1/k)$</tex> </formula> Gradient Method for Network Resource Allocation Problems
- A Generalized Accelerated Proximal Gradient Approach for Total-Variation-Based Image Restoration
- An online active set strategy to overcome the limitations of explicit MPC