Dimitris Kouzoupis

A dual Newton strategy for scenario decomposition in robust multi-stage MPC

  • Moritz Diehl
  • Sebastien Gros
  • Emil Klintberg
  • Dimitris Kouzoupis
    • Categories Control Applications

    This paper considers the solution of tree-structured Quadratic Programs (QPs) as they may arise in multi- stage Model Predictive Control (MPC). In this context, sampling the uncertainty on prescribed decision points gives rise to different scenarios that are linked to each other via the so-called non-anticipativity constraints. Previous work suggests to dualize these constraints and … Read more

    Convex Optimization with ALADIN

  • Moritz Diehl
  • Boris Houska
  • Yuning Jiang
  • Dimitris Kouzoupis
    • Categories Convex Optimization Tags ,

    This paper presents novel convergence results for the Augmented Lagrangian based Alternating Direction Inexact Newton method (ALADIN) in the context of distributed convex optimization. It is shown that ALADIN converges for a large class of convex optimization problems from any starting point to minimizers without needing line-search or other globalization routines. Under additional regularity assumptions, … Read more