2 papers
math.OC2026
Global Convergence of a Line-Search Filter Differential Dynamic Programming Method
Ming Xu, Iman Shames
In this article, we establish the global convergence properties of the FilterDDP algorithm, which extends the discrete-time differential dynamic programming (DDP) algorithm of Mayn…
math.OC2025
An Asynchronous Decentralised Optimisation Algorithm for Nonconvex Problems
Behnam Mafakheri, Jonathan H. Manton, Iman Shames
In this paper, we consider nonconvex decentralised optimisation and learning over a network of distributed agents. We develop an ADMM algorithm based on the Randomised Block Coordi…