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  4. Towards computational complexity certification for constrained mpc based on lagrange relaxation and the fast gradient method
 
conference paper

Towards computational complexity certification for constrained mpc based on lagrange relaxation and the fast gradient method

Richter, Stefan
•
Morari, Manfred
•
Jones, Colin  
2011
Proceedings of the IEEE Conference on Decision & Control
IEEE Conference on Decision & Control

Solving a convex optimization problem within an a priori certified period of time is a challenging problem. This paper discusses the certification of Nesterov’s fast gradient method for problems with a strictly quadratic objective and a feasible set given as the intersection of a parametrized affine set and a convex set constraint. We derive a lower iteration bound for the solution of the dual problem that is obtained from a partial Lagrange Relaxation and propose a new constant step- size rule that we prove to be optimal under mild assumptions. Finally, the certification procedure is applied to a constrained MPC problem and it is shown that the new step-size rule improves convergence significantly.

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Type
conference paper
DOI
10.1109/CDC.2011.6160931
Author(s)
Richter, Stefan
Morari, Manfred
Jones, Colin  
Date Issued

2011

Published in
Proceedings of the IEEE Conference on Decision & Control
Start page

5223

End page

5229

Editorial or Peer reviewed

NON-REVIEWED

Written at

EPFL

EPFL units
LA  
Event nameEvent placeEvent date
IEEE Conference on Decision & Control

Orlando, Florida

December, 2011

Available on Infoscience
October 24, 2011
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/71898
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