Splitting methods in control

The need for optimal control of processes under a restricted amount of resources renders first order optimization methods a viable option. Although computationally cheap, these methods typically suffer from slow convergence rates. In this work we discuss the family of first order methods known as decomposition schemes. We present three popular methods from this family, draw the connections between them and report all existing results that enable acceleration in terms of the convergence rate. The approach for splitting a problem into simpler ones so that the accelerated variants can be applied is also discussed and demonstrated via an example.


Published in:
2014 European Control Conference (ECC), 2478-2483
Presented at:
13th European Control Conference, Strasbourg, France, June 24-27 2014
Year:
20142014
Publisher:
New York, IEEE
ISBN:
978-3-9524269-1-3
Laboratories:




 Record created 2014-10-07, last modified 2018-05-02

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