Valentin Nedelcu

COMPUTATIONAL COMPLEXITY OF INEXACT GRADIENT AUGMENTED LAGRANGIAN METHODS: APPLICATION TO CONSTRAINED MPC

  • Ion Necoara
  • Quoc Tran-Dinh
  • Valentin Nedelcu
    • Categories Control Applications, Convex and Nonsmooth Optimization, Convex Optimization Tags , , , , ,

    We study the computational complexity certification of inexact gradient augmented Lagrangian methods for solving convex optimization problems with complicated constraints. We solve the augmented Lagrangian dual problem that arises from the relaxation of complicating constraints with gradient and fast gradient methods based on inexact first order information. Moreover, since the exact solution of the augmented … Read more

    Rate analysis of inexact dual first order methods: Application to distributed MPC for network systems

  • Ion Necoara
  • Valentin Nedelcu
    • Categories Convex Optimization, Distributed Control, Parallel Algorithms Tags , , , , ,

    In this paper we propose two dual decomposition methods based on inexact dual gradient information for solving large-scale smooth convex optimization problems. The complicating constraints are moved into the cost using the Lagrange multipliers. The dual problem is solved by inexact first order methods based on approximate gradients and we prove sublinear rate of convergence … Read more