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math.OC2026
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…
math.OC2026
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…
math.OC2024
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…