Abstract
This paper presents a method for synthesizing preconditioning matrices for a heavy-ball accelerated projected primal-dual method. The main focus lies on linear quadratic optimal control problems, as they have a specific structure that can be exploited for fast computational times. This gradient method is rewritten into a Lur’e-type system, such that convergence of the algorithm can be enforced through finding an appropriate Lyapunov function for the Lur’e system. It has been shown that for a small problem, it is possible to synthesize preconditioning matrices and that the method is 10^4 times faster than solving the projection using a dedicated solver.
| Original language | English |
|---|---|
| Title of host publication | 2023 62nd IEEE Conference on Decision and Control, CDC 2023 |
| Publisher | Institute of Electrical and Electronics Engineers |
| Pages | 7253-7258 |
| Number of pages | 6 |
| ISBN (Electronic) | 979-8-3503-0124-3 |
| DOIs | |
| Publication status | Published - 19 Jan 2024 |
| Event | 62nd IEEE Conference on Decision and Control, CDC 2023 - Singapore, Singapore Duration: 13 Dec 2023 → 15 Dec 2023 Conference number: 62 |
Conference
| Conference | 62nd IEEE Conference on Decision and Control, CDC 2023 |
|---|---|
| Abbreviated title | CDC 2023 |
| Country/Territory | Singapore |
| City | Singapore |
| Period | 13/12/23 → 15/12/23 |
Funding
This work has received financial support from the Horizon 2020 programme of the European Union under the grants ‘Efficient and environmental friendly LONG distance poweRtrain for heavy dUty trucks aNd coaches’ (LONGRUN-874972).