Search Results for author: Goran Banjac

Found 7 papers, 3 papers with code

Online Computation of Terminal Ingredients in Distributed Model Predictive Control for Reference Tracking

no code implementations19 Jul 2022 Ahmed Aboudonia, Goran Banjac, Annika Eichler, John Lygeros

A distributed model predictive control scheme is developed for tracking piecewise constant references where the terminal set is reconfigured online, whereas the terminal controller is computed offline.

Distributed Optimization Model Predictive Control

Stochastic convex optimization for provably efficient apprenticeship learning

no code implementations31 Dec 2021 Angeliki Kamoutsi, Goran Banjac, John Lygeros

We consider large-scale Markov decision processes (MDPs) with an unknown cost function and employ stochastic convex optimization tools to address the problem of imitation learning, which consists of learning a policy from a finite set of expert demonstrations.

Imitation Learning reinforcement-learning +1

Efficient Performance Bounds for Primal-Dual Reinforcement Learning from Demonstrations

no code implementations28 Dec 2021 Angeliki Kamoutsi, Goran Banjac, John Lygeros

We consider large-scale Markov decision processes with an unknown cost function and address the problem of learning a policy from a finite set of expert demonstrations.

reinforcement-learning Reinforcement Learning (RL)

Accelerating Quadratic Optimization with Reinforcement Learning

1 code implementation NeurIPS 2021 Jeffrey Ichnowski, Paras Jain, Bartolomeo Stellato, Goran Banjac, Michael Luo, Francesco Borrelli, Joseph E. Gonzalez, Ion Stoica, Ken Goldberg

First-order methods for quadratic optimization such as OSQP are widely used for large-scale machine learning and embedded optimal control, where many related problems must be rapidly solved.

reinforcement-learning Reinforcement Learning (RL)

GPU Acceleration of ADMM for Large-Scale Quadratic Programming

1 code implementation9 Dec 2019 Michel Schubiger, Goran Banjac, John Lygeros

The alternating direction method of multipliers (ADMM) is a powerful operator splitting technique for solving structured convex optimization problems.

Optimization and Control

OSQP: An Operator Splitting Solver for Quadratic Programs

2 code implementations21 Nov 2017 Bartolomeo Stellato, Goran Banjac, Paul Goulart, Alberto Bemporad, Stephen Boyd

We present a general purpose solver for convex quadratic programs based on the alternating direction method of multipliers, employing a novel operator splitting technique that requires the solution of a quasi-definite linear system with the same coefficient matrix at almost every iteration.

Optimization and Control

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