Search Results for author: Paul Goulart

Found 8 papers, 6 papers with code

Control of Cross-Directional Systems with Approximate Symmetries

no code implementations30 Jun 2023 Idris Kempf, Paul Goulart, Stephen Duncan

We show that our proposed approximations can yield stable systems even when the Frobenius norm approximation does not.

The Past Does Matter: Correlation of Subsequent States in Trajectory Predictions of Gaussian Process Models

no code implementations20 Nov 2022 Steffen Ridderbusch, Sina Ober-Blöbaum, Paul Goulart

Computing the distribution of trajectories from a Gaussian Process model of a dynamical system is an important challenge in utilizing such models.

Gaussian Processes

Learning ODE Models with Qualitative Structure Using Gaussian Processes

1 code implementation10 Nov 2020 Steffen Ridderbusch, Christian Offen, Sina Ober-Blöbaum, Paul Goulart

Recent advances in learning techniques have enabled the modelling of dynamical systems for scientific and engineering applications directly from data.

Gaussian Processes

COSMO: A conic operator splitting method for convex conic problems

2 code implementations30 Jan 2019 Michael Garstka, Mark Cannon, Paul Goulart

This paper describes the Conic Operator Splitting Method (COSMO) solver, an operator splitting algorithm for convex optimisation problems with quadratic objective function and conic constraints.

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

Chordal decomposition in operator-splitting methods for sparse semidefinite programs

2 code implementations17 Jul 2017 Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou, Paul Goulart, Andrew Wynn

We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints.

Optimization and Control

Fast ADMM for homogeneous self-dual embedding of sparse SDPs

2 code implementations6 Nov 2016 Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou, Paul Goulart, Andrew Wynn

We propose an efficient first-order method, based on the alternating direction method of multipliers (ADMM), to solve the homogeneous self-dual embedding problem for a primal-dual pair of semidefinite programs (SDPs) with chordal sparsity.

Optimization and Control

Fast ADMM for Semidefinite Programs with Chordal Sparsity

2 code implementations20 Sep 2016 Yang Zheng, Giovanni Fantuzzi, Antonis Papachristodoulou, Paul Goulart, Andrew Wynn

We show that chordal decomposition can be applied to either the primal or the dual standard form of a sparse SDP, resulting in scaled versions of ADMM algorithms with the same computational cost.

Optimization and Control

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