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Concept

Matrix splitting

Publications associées (13)

Optimization Methods for Control: From Embedded Programmable Hardware to Data-Driven Process Optimization

Harsh Ambarishkumar Shukla

The research community has been making significant progress in hardware implementation, numerical computing and algorithm development for optimization-based control. However, there are two key challenges that still have to be overcome for optimization-base ...

EPFL2021

A reflected forward-backward splitting method for monotone inclusions involving Lipschitzian operators

Volkan Cevher, Cong Bang Vu

In this paper, we propose a novel splitting method for finding a zero point of the sum of two monotone operators where one of them is Lipschizian. The weak convergence the method is proved in real Hilbert spaces. Applying the proposed method to composite m ...

2021

A time-reversible integrator for the time-dependent Schrödinger equation on an adaptive grid

Jiri Vanicek, Seonghoon Choi

One of the most accurate methods for solving the time-dependent Schrödinger equation uses a combination of the dynamic Fourier method with the split-operator algorithm on a tensor-product grid. To reduce the number of required grid points, we let the grid ...

2019

SVR-AMA: An Asynchronous Alternating Minimization Algorithm With Variance Reduction for Model Predictive Control Applications

Colin Neil Jones, Ye Pu

This paper focuses on the design of an asynchronous dual solver suitable for model predictive control (MPC) applications. The proposed solver relies on a state-of-the-art variance reduction (VR) scheme, previously used in the context of proximal stochastic ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2019

Distributed Optimization and Control using Operator Splitting Methods

Georgios Stathopoulos

The significant progress that has been made in recent years both in hardware implementations and in numerical computing has rendered real-time optimization-based control a viable option when it comes to advanced industrial applications. At the same time, t ...

EPFL2018

Modeling of EMP Coupling to Lossless MTLs in Time Domain Based on Analytical Gauss-Seidel Iteration Technique

Farhad Rachidi-Haeri, Jun Guo

This paper provides an efficient way to simulate the transient electromagnetic field coupling to overhead multi conductor transmission lines in time domain based on an analytical iterative technique. The method is entirely in time domain and therefore can ...

2018

Complexity Certification of the Fast Alternating Minimization Algorithm for Linear MPC

Colin Neil Jones, Melanie Nicole Zeilinger, Ye Pu

In this technical note, the fast alternating minimization algorithm (FAMA) is proposed to solve model predictive control (MPC) problems with polytopic and second-order cone constraints. Two splitting strategies with efficient implementations for MPC proble ...

2017

Constrained LQR Using Online Decomposition Techniques

Colin Neil Jones, Georgios Stathopoulos

This paper presents an algorithm to solve the infinite horizon constrained linear quadratic regulator (CLQR) problem using operator splitting methods. First, the CLQR problem is reformulated as a (finite-time) model predictive control (MPC) problem without ...

2016

Splitting Methods for Distributed Optimization and Control

Ye Pu

This thesis contributes towards the design and analysis of fast and distributed optimization algorithms based on splitting techniques, such as proximal gradient methods or alternation minimization algorithms, with the application of solving model predictiv ...

EPFL2016

Solving the infinite-horizon constrained LQR problem using splitting techniques

Colin Neil Jones, Milan Korda, Georgios Stathopoulos

This paper presents a method to solve the constrained infinite-time linear quadratic regulator (LQR) problem. We use an operator splitting technique, namely the alternating minimization algorithm (AMA), to split the problem into an unconstrained LQR proble ...

Elsevier2014

Splitting methods in control

Colin Neil Jones, Ye Pu, Georgios Stathopoulos, Alexander Szücs

The need for optimal control of processes under a restricted amount of resources renders first order optimization methods a viable option. Although computationally cheap, these methods typically suffer from slow convergence rates. In this work we discuss t ...

IEEE2014

A numerical solution of a one-dimensional blood flow model - moving grid approach

Vincent Gajdosik

We consider a one-dimensional blood flow model suitable for larger arteries. It consists of a hyperbolic system of two coupled nonlinear equations. The model has already been successfully used in practice. Its numerical solution is usually achieved by mean ...

Elsevier2008

Analysis and numerical simulation of viscoelastic flows : deterministic and stochastic models

Andrea Bonito

Mathematical and numerical aspects of viscoelastic flows are investigated here. Two simplified mathematical models are considered. They are motivated by a splitting algorithm for solving viscoelastic flows with free surfaces. The first model is a simplifie ...

EPFL2006