gradient and fast gradient methods

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

Published: 2012/11/02

Control Applications, Convex and Nonsmooth Optimization, Convex Optimization augmented lagrangian method, constrained linear model predictive control, convex optimization, embedded systems, gradient and fast gradient methods, iteration complexity

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