3 papers
math.OC2016
Constrained LQR Using Online Decomposition Techniques
L. Ferranti, G. Stathopoulos, C. N. Jones +1
This paper presents an algorithm to solve the infinite horizon constrained linear quadratic regulator (CLQR) problem using operator splitting methods. First, the CLQR problem is re…
math.OC2015
Solving the Infinite-horizon Constrained LQR Problem using Accelerated Dual Proximal Methods
Giorgos Stathopoulos, Milan Korda, Colin N. Jones
This work presents an algorithmic scheme for solving the infinite-time constrained linear quadratic regulation problem. We employ an accelerated version of a popular proximal gradi…
math.OC2014
Guaranteeing Input Tracking For Constrained Systems: Theory and Application to Demand Response
Tomasz T. Gorecki, Altuğ Bitlislioğlu, Giorgos Stathopoulos +1
A method for certifying exact input trackability for constrained discrete time linear systems is introduced in this paper. A signal is assumed to be drawn from a reference set and…