6 papers · 1 filter
Global Convergence of Control-Based Lagrangian Flows for Non-Convex Optimization
Simone Pirrera, Francesco Ripa, Daniele Astolfi +3
This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced…
Feedback control of Lagrange multipliers for non-smooth constrained optimization
V. Cerone, S. M. Fosson, S. Pirrera +2
In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the…
A constrained optimization approach to nonlinear system identification through simulation error minimization
Vito Cerone, Sophie M. Fosson, Simone Pirrera +1
This paper introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimi…
A new framework for constrained optimization via feedback control of Lagrange multipliers
V. Cerone, S. M. Fosson, S. Pirrera +1
The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equali…
Alternating direction method of multipliers for polynomial optimization
V. Cerone, S. M. Fosson, S. Pirrera +1
Multivariate polynomial optimization is a prevalent model for a number of engineering problems. From a mathematical viewpoint, polynomial optimization is challenging because it is…
A feedback control approach to convex optimization with inequality constraints
V. Cerone, S. M. Fosson, S. Pirrera +1
We propose a novel continuous-time algorithm for inequality-constrained convex optimization inspired by proportional-integral control. Unlike the popular primal-dual gradient dynam…