5 papers
An Efficient IPM Implementation for A Class of Nonsymmetric Cones
Yuwen Chen, Paul Goulart
We present an efficient implementation of interior point methods for a family of nonsymmetric cones, including generalized power cones, power mean cones and relative entropy cones,…
A Unified Early Termination Technique for Primal-dual Algorithms in Mixed Integer Conic Programming
Yuwen Chen, Catherine Ning, Paul Goulart
We propose an early termination technique for mixed integer conic programming for use within branch-and-bound based solvers. Our approach generalizes previous early termination res…
Burer-Monteiro ADMM for Large-scale SDPs
Yuwen Chen, Paul Goulart
We propose a bilinear decomposition for the Burer-Monteiro method and combine it with the standard Alternating Direction Method of Multipliers algorithm for semidefinite programmin…
Safeguarded Anderson acceleration for parametric nonexpansive operators
Michael Garstka, Mark Cannon, Paul Goulart
This paper describes the design of a safeguarding scheme for Anderson acceleration to improve its practical performance and stability when used for first-order optimisation methods…
Observer design for systems with an energy-preserving non-linearity
Andrew Wynn, Paul Goulart
Observer design is considered for a class of non-linear systems whose non-linear part is energy preserving. A strategy to construct convergent observers for this class of non-linea…