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math.OC2019
Scalable Preconditioning of Block-Structured Linear Algebra Systems using ADMM
Jose S. Rodriguez, Carl D. Laird, Victor M. Zavala
We study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck…
math.OC2019★ 21 cited
A Parallel Decomposition Scheme for Solving Long-Horizon Optimal Control Problems
Sungho Shin, Timm Faulwasser, Mario Zanon +1
We present a temporal decomposition scheme for solving long-horizon optimal control problems. In the proposed scheme, the time domain is decomposed into a set of subdomains with pa…