activity
20092024
most citedOptimal parameter selection for the alternating direction method of multipliers (ADMM): quadratic problems

438 citations · 875 across the 77 of their papers we have counts for

collaborators
Showing 2021 · math.OCShow all

6 papers · 2 filters

math.OC2021★ 1 cited

Zeroth-order optimisation on subsets of symmetric matrices with application to MPC tuning

Alejandro I. Maass, Chris Manzie, Iman Shames +1

This paper provides a zeroth-order optimisation framework for non-smooth and possibly non-convex cost functions with matrix parameters that are real and symmetric. We provide compl…

math.OC2021

Ordinal Optimisation and the Offline Multiple Noisy Secretary Problem

Robert Chin, Jonathan E. Rowe, Iman Shames +2

We study the success probability for a variant of the secretary problem, with noisy observations and multiple offline selection. Our formulation emulates, and is motivated by, prob…

math.OC2021

Non-uniform Observability for Moving Horizon Estimation and stability with respect to additive perturbation

Emilien Flayac, Iman Shames

This paper formalises the concepts of weakly and weakly regularly persistent input trajectory as well as their link to the Observability Grammian and the existence and uniqueness o…

math.OC2021

Sensitivity Analysis for Bottleneck Assignment Problems

Elad Michael, Tony A. Wood, Chris Manzie +1

In assignment problems, decision makers are often interested in not only the optimal assignment, but also the sensitivity of the optimal assignment to perturbations in the assignme…

math.OC2021

Asynchronous Distributed Optimization via Dual Decomposition and Block Coordinate Subgradient Methods

Yankai Lin, Iman Shames, Dragan Nesic

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communica…

math.OC2021

A Sequential Learning Algorithm for Probabilistically Robust Controller Tuning

Robert Chin, Chris Manzie, Iman Shames +2

We introduce a sequential learning algorithm to address a robust controller tuning problem, which in effect, finds (with high probability) a candidate solution satisfying the inter…