Metric selection in fast dual forward–backward splitting

The performance of fast forward–backward splitting, or equivalently fast proximal gradient methods, depends on the conditioning of the optimization problem data. This conditioning is related to a metric that is defined by the space on which the optimization problem is stated; selecting a space on wh...

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Bibliographic Details
Published in:	Automatica (Oxford) Vol. 62; pp. 1 - 10
Main Authors:	Giselsson, Pontus, Boyd, Stephen
Format:	Journal Article
Language:	English
Published:	Elsevier Ltd 01.12.2015
Subjects:	Control Engineering Distributed optimization Electrical Engineering, Electronic Engineering, Information Engineering Elektroteknik och elektronik Engineering and Technology First order optimization algorithms Metric selection Model predictive control Preconditioning Reglerteknik Teknik Metric selection Model predictive control Distributed optimization Preconditioning First order optimization algorithms
ISSN:	0005-1098, 1873-2836
Online Access:	Get full text
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