arXiv:2409. 08066v3 Announce Type: replace Abstract: The real-time solution of parametric optimization problems is critical for applications that demand high accuracy under tight real-time constraints, such as model predictive control.
By Lukas L\"uken, Sergio Lucia
Second-order cone programs (SOCPs) are a fundamental class of convex optimization problems widely applied across engineering domains. Classical interior-point methods are robust and accurate, but thei...
arXiv:2607. 12775v1 Announce Type: cross Abstract: Scenario-based model predictive control (SBMPC) is a variant of model predictive control (MPC) that explicitly accounts for uncertainty by optimizing control actions over multiple predicted scenarios.
By Trinh Tran, Binh Nguyen, Truong X. Nghiem
Scenario-based model predictive control (SBMPC) is a variant of model predictive control (MPC) that explicitly accounts for uncertainty by optimizing control actions over multiple predicted scenarios. However, its computational complexity increases rapidly with the number of scenarios and prediction horizon, limiting is applicability to real-time planning and control.
HUANet is a deep neural network architecture that unrolls the Alternating Direction Method of Multipliers (ADMM) into a trainable model for accelerating parametric constrained convex optimization. It embeds a hard‑constrained neural network in each ADMM iteration, using a differentiable correction stage to enforce affine equalities of the primal subproblem. The method also incorporates first‑order optimality conditions into a self‑supervised training loss, and numerical experiments on benchmark problems and a control application demonstrate its effectiveness in speeding up constrained convex optimization.
By Trinh Tran, Binh Nguyen, Truong X. Nghiem
arXiv:2607. 22467v1 Announce Type: new Abstract: Data scarcity poses a fundamental challenge in training generative models to produce initial guesses for parametric optimization problems that are otherwise numerically expensive to solve.
By Anjian Li, Ryne Beeson