4 citations · 5 across the 5 of their papers we have counts for
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Quasi-Newton and Krylov Methods for the Solution of Nonconvex Trust-Region Subproblems
Johann Bourhis, Oihan Cordelier, Jean-Pierre Dussault +2
We study the solution of symmetric positive-definite linear systems by way of families of full- and limited-memory methods. Our contributions are threefold. We first derive new rel…
Dual-Regularized Riccati Recursions for Interior-Point Optimal Control
João Sousa-Pinto, Dominique Orban
We derive closed-form extensions of the sequential and parallel Riccati recursions for solving dual-regularized linear-quadratic regulator (LQR) problems, with sequential ti…
An Efficient Parallel Solver for Linear-Equality-Constrained LQR Problems
João Sousa-Pinto, Dominique Orban
We present a parallel solver for finite-horizon linear-quadratic regulator (LQR) problems with arbitrary stagewise linear equality constraints, using linear work and logarithmic de…
Primal-Dual iLQR
João Sousa-Pinto, Dominique Orban
We introduce a new algorithm for solving unconstrained discrete-time optimal control problems. Our method follows a direct multiple shooting approach, and consists of applying the…