Projected Preconditioning within a Block-Sparse Active-Set Method for MPC

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Projected Landweber method and preconditioning

The projected Landweber method is an iterative method for solving constrained least-squares problems when the constraints are expressed in terms of a convex and closed set C. The convergence properties of the method have been recently investigated. Moreover, it has important applications to many problems of signal processing and image restoration. The practical difficulty is that the convergenc...

متن کامل

Dominant Speed Factors of Active Set Methods for Fast MPC

The paper presents a review of active set (AS) algorithms that have been deployed for implementation of fast model predictive control (MPC). The main purpose of the survey is to identify the dominant features of the algorithms that contribute to fast execution of online MPC and to study their influence on the speed. The simulation study is conducted on two benchmark examples where the algorithm...

متن کامل

Practical active-set Euclidian trust-region method with spectral projected gradients for bound-constrained minimization

A practical active-set method for bound-constrained minimization is introduced. Within the current face the classical Euclidian trust-region method is employed. Spectral projected gradient directions are used to abandon faces. Numerical results are presented.

متن کامل

A Dual Active-set Quadratic Programming Method for Finding Sparse Least-squares Solutions

Many imaging and compressed sensing applications seek sparse solutions to large under-determined least-squares problems. The basis pursuit (BP) approach minimizes the 1-norm of the solution, and the BP denoising (BPDN) approach balances it against the least-squares fit. The duals of these problems are conventional linear and quadratic programs. We introduce a modified parameterization of the BP...

متن کامل

Large-Scale Active-Set Box-Constrained Optimization Method with Spectral Projected Gradients

A new active-set method for smooth box-constrained minimization is introduced. The algorithm combines an unconstrained method, including a new line-search which aims to add many constraints to the working set at a single iteration, with a recently introduced technique (spectral projected gradient) for dropping constraints from the working set. Global convergence is proved. A computer implementa...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: IFAC-PapersOnLine

سال: 2018

ISSN: 2405-8963

DOI: 10.1016/j.ifacol.2018.10.170