23 citations · 41 across the 5 of their papers we have counts for
5 papers
A distributed primal-dual interior-point method for loosely coupled problems using ADMM
Mariette Annergren, Sina Khoshfetrat Pakazad, Anders Hansson +1
In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method…
Application Set Approximation in Optimal Input Design for Model Predictive Control
Afrooz Ebadat, Mariette Annergren, Christian A. Larsson +2
This contribution considers one central aspect of experiment design in system identification. When a control design is based on an estimated model, the achievable performance is re…
An ADMM Algorithm for Solving l_1 Regularized MPC
Mariette Annergren, Anders Hansson, Bo Wahlberg
We present an Alternating Direction Method of Multipliers (ADMM) algorithm for solving optimization problems with an l_1 regularized least-squares cost function subject to recursiv…
An ADMM Algorithm for a Class of Total Variation Regularized Estimation Problems
Bo Wahlberg, Stephen Boyd, Mariette Annergren +1
We present an alternating augmented Lagrangian method for convex optimization problems where the cost function is the sum of two terms, one that is separable in the variable blocks…
On l_1 Mean and Variance Filtering
Bo Wahlberg, Cristian R. Rojas, Mariette Annergren
This paper addresses the problem of segmenting a time-series with respect to changes in the mean value or in the variance. The first case is when the time data is modeled as a sequ…