Complexity Certifications of First-Order Inexact Lagrangian Methods for General Convex Programming: Application to Real-Time MPC

DOI10.1007/978-3-319-26687-9_1zbMath1334.49091arXiv1506.05328OpenAlexW2344362920MaRDI QIDQ2798546

Angelia Nedić, Ion Necoara, Andrei T. Patrascu

Publication date: 13 April 2016

Published in: Developments in Model-Based Optimization and Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.05328

zbMATH Keywords

model predictive controlLagrange dualityiteration complexityconvex problemsinexact dual first-order methods

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Numerical methods involving duality (49M29)

Uses Software

• qpOASES
• MATPOWER
• DuQuad

Cites Work

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• Computational Complexity Certification for Real-Time MPC With Input Constraints Based on the Fast Gradient Method
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• An <formula formulatype="inline"><tex Notation="TeX">$O(1/k)$</tex> </formula> Gradient Method for Network Resource Allocation Problems
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