92 citations · 94 across the 6 of their papers we have counts for
7 papers
An inexact perturbed path-following method for Lagrangian decomposition in large-scale separable convex optimization
Quoc Tran Dinh, Ion Necoara, Carlo Savorgnan +1
In this paper, we propose an inexact perturbed path-following algorithm in the framework of Lagrangian dual decomposition for solving large-scale structured convex optimization pro…
Adjoint-based predictor-corrector sequential convex programming for parametric nonlinear optimization
Q. Tran Dinh, C. Savorgnan, M. Diehl
This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After prese…
Real-Time Sequential Convex Programming for Optimal Control Applications
Tran Dinh Quoc, Carlo Savorgnan, Moritz Diehl
This paper proposes real-time sequential convex programming (RTSCP), a method for solving a sequence of nonlinear optimization problems depending on an online parameter. We provide…
Combining Lagrangian Decomposition and Excessive Gap Smoothing Technique for Solving Large-Scale Separable Convex Optimization Problems
Tran Dinh Quoc, Carlo Savorgnan, Moritz Diehl
A new algorithm for solving large-scale convex optimization problems with a separable objective function is proposed. The basic idea is to combine three techniques: Lagrangian dual…
POCP: a package for polynomial optimal control problems
Didier Henrion, Jean-Bernard Lasserre, Carlo Savorgnan
POCP is a new Matlab package running jointly with GloptiPoly 3 and, optionally, YALMIP. It is aimed at nonlinear optimal control problems for which all the problem data are polynom…
Approximate volume and integration for basic semi-algebraic sets
Didier Henrion, Jean Bernard Lasserre, Carlo Savorgnan
Given a basic compact semi-algebraic set $\K\subset\R^n$, we introduce a methodology that generates a sequence converging to the volume of $\K$. This sequence is obtained from opti…