1 citations · 2 across the 5 of their papers we have counts for
6 papers
Interwoven SDP in Primal-Dual Proximal Splitting Methods for Adjustable Robust Convex Optimisation with SOS-Convex Polynomial Constraints
Neil D. Dizon, Bethany I. Caldwell, Vaithilingam Jeyakumar +1
We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined b…
Best Approximation Optimal Control for Infeasible Double Integrator and Douglas--Rachford Algorithm
Regina S. Burachik, Bethany I. Caldwell, C. Yalçın Kaya +1
We consider the problem of finding (in some sense) the best approximation control for an infeasible double integrator. The control function is constrained by upper and lower bounds…
Douglas-Rachford Algorithm for Control- and State-constrained Optimal Control Problems
Regina S. Burachik, Bethany I. Caldwell, C. Yalçın Kaya
We consider the application of the Douglas-Rachford (DR) algorithm to solve linear-quadratic (LQ) control problems with box constraints on the state and control variables. We split…
Douglas--Rachford algorithm for control-constrained minimum-energy control problems
Regina S. Burachik, Bethany I. Caldwell, C. Yalçın Kaya
Splitting and projection-type algorithms have been applied to many optimization problems due to their simplicity and efficiency, but the application of these algorithms to optimal…
On the Douglas-Rachford and Peaceman-Rachford algorithms in the presence of uniform monotonicity and the absence of minimizers
Regina S. Burachik, Bethany I. Caldwell, C. Yalçın Kaya +2
The Douglas-Rachford and Peaceman-Rachford algorithms have been successfully employed to solve convex optimization problems, or more generally find zeros of monotone inclusions. Re…
A Generalized Multivariable Newton Method
Regina S. Burachik, Bethany I. Caldwell, C. Yalçın Kaya
It is well known that the Newton method may not converge when the initial guess does not belong to a specific quadratic convergence region. We propose a family of new variants of t…