Computational complexity of inexact gradient augmented Lagrangian methods: Application to constrained MPC

SIAM Journal on Control and Optimization

Volumn 52, Issue 5, 2014, Pages 3109-3134

  Nedelcu, Valentin ^a   Necoara, Ion ^a   Tran Dinh, Quoc ^b,c  

^a UNIVERSITY POLITEHNICA OF BUCHAREST   (Romania)

^b VIETNAM NATIONAL UNIVERSITY   (Viet Nam)

^c EPFL   (Switzerland)

Author keywords

Augmented Lagrangian; Constrained linear model predictive control; Convex programming; Embedded systems; Gradient and fast gradient methods; Iteration complexity certification

Indexed keywords

COMPUTATIONAL COMPLEXITY; CONSTRAINED OPTIMIZATION; CONVEX OPTIMIZATION; CONVEX PROGRAMMING; EMBEDDED SYSTEMS; GRADIENT METHODS; ITERATIVE METHODS; LAGRANGE MULTIPLIERS; LINEAR SYSTEMS; MODEL PREDICTIVE CONTROL; OPTIMIZATION; PREDICTIVE CONTROL SYSTEMS;

AUGMENTED LAGRANGIAN METHODS; AUGMENTED LAGRANGIANS; CONSTRAINED MODEL PREDICTIVE CONTROL; CONVEX OPTIMIZATION PROBLEMS; FAST GRADIENT METHODS; ITERATION-COMPLEXITY CERTIFICATION; LINEAR MODELING; PRIMAL AND DUAL PROBLEMS;

PROBLEM SOLVING;

EID: 84911164417     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/120897547     Document Type: Article

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