Interior point methods (IPMs) have proven to be an efficient way of solving quadratic programming problems in predictive control. A linear system of equations needs to be solved in...
Amir Shahzad, Eric C. Kerrigan, George A. Constant...
We consider sequential quadratic programming (SQP) methods for solving constrained nonlinear programming problems. It is generally believed that SQP methods are sensitive to the a...
We consider probabilistic constrained linear programs with general distributions for the uncertain parameters. These problems generally involve non-convex feasible sets. We develo...
This paper considers the downlink beamforming optimization problem that minimizes the total transmission power subject to global shaping constraints and individual shaping constrai...
A recursive acceleration method is proposed for multiplicative multilevel aggregation algorithms that calculate the stationary probability vector of large, sparse, and irreducible ...