511 research outputs found
Exploiting Chordality in Optimization Algorithms for Model Predictive Control
In this chapter we show that chordal structure can be used to devise
efficient optimization methods for many common model predictive control
problems. The chordal structure is used both for computing search directions
efficiently as well as for distributing all the other computations in an
interior-point method for solving the problem. The chordal structure can stem
both from the sequential nature of the problem as well as from distributed
formulations of the problem related to scenario trees or other formulations.
The framework enables efficient parallel computations.Comment: arXiv admin note: text overlap with arXiv:1502.0638
Playing with Duality: An Overview of Recent Primal-Dual Approaches for Solving Large-Scale Optimization Problems
Optimization methods are at the core of many problems in signal/image
processing, computer vision, and machine learning. For a long time, it has been
recognized that looking at the dual of an optimization problem may drastically
simplify its solution. Deriving efficient strategies which jointly brings into
play the primal and the dual problems is however a more recent idea which has
generated many important new contributions in the last years. These novel
developments are grounded on recent advances in convex analysis, discrete
optimization, parallel processing, and non-smooth optimization with emphasis on
sparsity issues. In this paper, we aim at presenting the principles of
primal-dual approaches, while giving an overview of numerical methods which
have been proposed in different contexts. We show the benefits which can be
drawn from primal-dual algorithms both for solving large-scale convex
optimization problems and discrete ones, and we provide various application
examples to illustrate their usefulness
Layering as Optimization Decomposition: Questions and Answers
Network protocols in layered architectures have historically been obtained on an ad-hoc basis, and much of the recent cross-layer designs are conducted through piecemeal approaches. Network protocols may instead be holistically analyzed and systematically designed as distributed solutions to some global optimization problems in the form of generalized Network Utility Maximization (NUM), providing insight on what they optimize and on the structures of network protocol stacks. In the form of 10 Questions and Answers, this paper presents a short survey of the recent efforts towards a systematic understanding of "layering" as "optimization decomposition". The overall communication network is modeled by a generalized NUM problem, each layer corresponds to a decomposed subproblem, and the interfaces among layers are quantified as functions of the optimization variables coordinating the subproblems. Furthermore, there are many alternative decompositions, each leading to a different layering architecture. Industry adoption of this unifying framework has also started. Here we summarize the current status of horizontal decomposition into distributed computation and vertical decomposition into functional modules such as congestion control, routing, scheduling, random access, power control, and coding. We also discuss under-explored future research directions in this area. More importantly than proposing any particular crosslayer design, this framework is working towards a mathematical foundation of network architectures and the design process of modularization
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