This paper focuses on a time-varying constrained nonconvex optimization problem, and considers the synthesis analysis of online regularized primal-dual gradient methods to track Karush--Kuhn--Tucker (KKT) trajectory. The proposed method is implemented in running fashion, sense that underlying problem changes during execution algorithms. In order study its performance, we first derive continuous...

‎In this paper we consider the minimization of a positive semidefinite quadratic form‎, ‎having a singular corresponding matrix $H$‎. ‎We state the dual formulation of the original problem and treat both problems only using the vectors $x in mathcal{N}(H)^perp$ instead of the classical approach of convex optimization techniques such as the null space method‎. ‎Given this approach and based on t...

This paper presents an electrical impedance tomography (EIT) method using a partial-differential-equation-constrained optimization approach. The forward problem in the inversion framework is described by complete electrode model (CEM), which seeks electric potential within domain and at surface electrodes considering contact between them. finite element solution of has been validated commercial...

Nonnegative Matrix Factorization (NMF) can be used to approximate a large nonnegative matrix as a product of two smaller nonnegative matrices. This paper shows in detail how an NMF algorithm based on Newton iteration can be derived utilizing the general Karush-KuhnTucker (KKT) conditions for first-order optimality. This algorithm is suited for parallel execution on shared-memory systems. It was...

The guaranteed cost control (GCC) problem involved in decentralized robust control of a class of uncertain nonlinear large-scale stochastic systems with high-order interconnections is considered. After determining the appropriate conditions for the stochastic GCC controller, a class of decentralized local state feedback controllers is derived using the linear matrix inequality (LMI). The extens...

Robust model predictive control approaches and other applications lead to nonlinear optimization problems defined on (scenario) trees. We present structure-preserving Quasi-Newton update formulas as well as structured inertia correction techniques that allow to solve these problems by interior-point methods with specialized KKT solvers for tree-structured optimization problems. The same type of...

Convex optimization solvers for embedded systems find widespread use. This letter presents a novel technique to reduce the run-time of decomposition of KKT matrix for the convex optimization solver for an embedded system, by two orders of magnitude. We use the property that although the KKT matrix changes, some of its block sub-matrices are fixed during the solution iterations and the associate...

We define a new Newton-type method for the solution of constrained systems of equations and analyze in detail its properties. Under suitable conditions, that do not include differentiability or local uniqueness of solutions, the method converges locally quadratically to a solution of the system of equations, thus filling an important gap in the existing theory. The new algorithm improves on kno...

In barrier methods for constrained optimization, the main work lies in solving large linear systems Kp = r, where K is symmetric and indefinite. For linear programs, these KKT systems are usually reduced to smaller positive-definite systems AHAq = s, where H is a large principal submatrix of K. These systems can be solved more efficiently, but AHA is typically more ill-conditioned than K. In or...

In this paper, we provide a complete characterization of the robust isolated calmness of the KarushKuhn-Tucker (KKT) solution mapping for convex constrained optimization problems regularized by the nuclear norm function. This study is motivated by the recent work in [8], where the authors show that under the Robinson constraint qualification at a local optimal solution, the KKT solution mapping...