10 citations · 24 across the 16 of their papers we have counts for
27 papers · 1 filter
Krylov Subspace Acceleration for First-Order Splitting Methods in Convex Quadratic Programming
Gabriel Berk Pereira, Paul J. Goulart
We propose an acceleration scheme for first-order methods (FOMs) for convex quadratic programs (QPs) that is analogous to Anderson acceleration and the Generalized Minimal Residual…
Safeguarded Anderson acceleration for parametric nonexpansive operators
Michael Garstka, Mark Cannon, Paul Goulart
This paper describes the design of a safeguarding scheme for Anderson acceleration to improve its practical performance and stability when used for first-order optimisation methods…
Personalized incentives as feedback design in generalized Nash equilibrium problems
Filippo Fabiani, Andrea Simonetto, Paul J. Goulart
We investigate both stationary and time-varying, nonmonotone generalized Nash equilibrium problems that exhibit symmetric interactions among the agents, which are known to be poten…
Learning equilibria with personalized incentives in a class of nonmonotone games
Filippo Fabiani, Andrea Simonetto, Paul J. Goulart
We consider quadratic, nonmonotone generalized Nash equilibrium problems with symmetric interactions among the agents. Albeit this class of games is known to admit a potential func…
Probabilistic stabilizability certificates for a class of black-box linear systems
Filippo Fabiani, Kostas Margellos, Paul J. Goulart
We provide out-of-sample certificates on the controlled invariance property of a given set with respect to a class of black-box linear systems. Specifically, we consider linear tim…
Approximate Dynamic Programming for Delivery Time Slot Pricing: a Sensitivity Analysis
Denis Lebedev, Kostas Margellos, Paul Goulart
We consider the revenue management problem of finding profit-maximising prices for delivery time slots in the context of attended home delivery. This multi-stage optimal control pr…