Complexity of an Inexact Augmented Lagrangian Method: Application to Constrained MPC
نویسندگان
چکیده
We propose in this paper an inexact dual gradient algorithm based on augmented Lagrangian theory and inexact information for the values of dual function and its gradient. We study the computational complexity certification of the proposed method and we provide estimates on primal and dual suboptimality and also on primal infeasibility. We also discuss implementation aspects of the proposed algorithm on constrained model predictive control problems for embedded linear systems and provide numerical tests to certify the efficiency of the method.
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