100 citations · 192 across the 70 of their papers we have counts for
12 papers · 1 filter
Data-driven distributionally robust LQR with multiplicative noise
Peter Coppens, Mathijs Schuurmans, Panagiotis Patrinos
We present a data-driven method for solving the linear quadratic regulator problem for systems with multiplicative disturbances, the distribution of which is only known through sam…
QPALM: A Newton-type Proximal Augmented Lagrangian Method for Quadratic Programs
Ben Hermans, Andreas Themelis, Panagiotis Patrinos
We present a proximal augmented Lagrangian based solver for general convex quadratic programs (QPs), relying on semismooth Newton iterations with exact line search to solve the inn…
Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization
Masoud Ahookhosh, Le Thi Khanh Hien, Nicolas Gillis +1
We introduce and analyze BPALM and A-BPALM, two multi-block proximal alternating linearized minimization algorithms using Bregman distances for solving structured nonconvex problem…
Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems
Puya Latafat, Andreas Themelis, Panagiotis Patrinos
This paper analyzes block-coordinate proximal gradient methods for minimizing the sum of a separable smooth function and a (nonseparable) nonsmooth function, both of which are allo…
A Bregman forward-backward linesearch algorithm for nonconvex composite optimization: superlinear convergence to nonisolated local minima
Masoud Ahookhosh, Andreas Themelis, Panagiotis Patrinos
We introduce Bella, a locally superlinearly convergent Bregman forward backward splitting method for minimizing the sum of two nonconvex functions, one of which satisfying a relati…
Uncertainty-aware demand management of water distribution networks in deregulated energy markets
Pantelis Sopasakis, Ajay K. Sampathirao, Alberto Bemporad +1
We present an open-source solution for the operational control of drinking water distribution networks which accounts for the inherent uncertainty in water demand and electricity p…