... the alternating direction method of multipliers for convex optimization (2017). optimization-online.org 21. Ferreau, H., Kirches, C., Potschka, A., Bock, H., Diehl, M.: qpOASES: a parametric active-set algorithm for quadratic programming ...
Distributed Optimization for Smart Cyber-Physical Networks provides a comprehensive overview of the most common approaches used to design distributed optimization algorithms, together with the theoretical analysis of the main schemes in ...
This book provides a state-of-the-art overview of distributed MPC approaches, while at the same time making clear directions of research that deserve more attention. The core and rationale of 35 approaches are carefully explained.
This book provides the reader a unified, self-contained treatment, focusing on the practical issues, of how convex optimization can be used in multi-period trading.
DeFranza and Gagliardi introduce students to the topic in a clear, engaging, and easy-to-follow manner. Topics are developed fully before moving on to the next through a series of natural connections.
This book gives a comprehensive guide to sparsity methods for systems and control, from standard sparsity methods in finite-dimensional vector spaces (Part I) to optimal control methods in infinite-dimensional function spaces (Part II).