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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 problems are presented. We derive computational complexity certificates for both splitting strategies, by providing complexity upper-bounds on the number...
In this paper, we consider the problem of minimizing a non-smooth convex problem using first-order methods. The number of iterations required to guarantee a certain accuracy for such problems is often excessive and several methods, e.g., restart methods, have been proposed to speed-up the convergence. In the restart method a smoothness parameter is adjusted such that smoother approximations of the...
Linear quadratic model predictive control (MPC) with input constraints leads to an optimization problem that has to be solved at every instant in time. Although there exists computational complexity analysis for current online optimization methods dedicated to MPC, the worst case complexity bound is either hard to compute or far off from the practically observed bound. In this paper we introduce fast...
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