56 citations · 294 across the 22 of their papers we have counts for
3 papers · 1 filter
Fast ADMM for homogeneous self-dual embedding of sparse SDPs
Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou +2
We propose an efficient first-order method, based on the alternating direction method of multipliers (ADMM), to solve the homogeneous self-dual embedding problem for a primal-dual…
Fast ADMM for Semidefinite Programs with Chordal Sparsity
Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou +2
Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve the scalability…
Optimization with affine homogeneous quadratic integral inequality constraints
Giovanni Fantuzzi, Andrew Wynn, Paul Goulart +1
We introduce a new technique to optimize a linear cost function subject to a one-dimensional affine homogeneous quadratic integral inequality, i.e., the requirement that a homogene…