Fast Model Predictive Control with Simple Bounds Using Semismooth Newton Method
نویسندگان
چکیده
منابع مشابه
A Semismooth Newton Method for Fast, Generic Convex Programming
We introduce Newton-ADMM, a method for fast conic optimization. The basic idea is to view the residuals of consecutive iterates generated by the alternating direction method of multipliers (ADMM) as a set of fixed point equations, and then use a nonsmooth Newton method to find a solution; we apply the basic idea to the Splitting Cone Solver (SCS), a state-of-the-art method for solving generic c...
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The proof relies on the proof of Lemma 3.6, below. Let z, δ ∈ R, and let δ → 0. Suppose z + δ converges to a point that falls into one of the first three cases given in Section 2. Then, from the statement and proof of Lemma 3.6, an element JPK∗exp (z + δ) of the generalized Jacobian of the projection onto the dual of the exponential cone at z + δ, is just a matrix with fixed entries, since proj...
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ژورنال
عنوان ژورنال: Transactions of the Society of Instrument and Control Engineers
سال: 2014
ISSN: 0453-4654,1883-8189
DOI: 10.9746/sicetr.50.348