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Ferranti, L. (author), Pu, Ye (author), Jones, C.K. (author), Keviczky, T. (author)
This paper focuses on the design of an asynchronous dual solver suitable for model predictive control (MPC) applications. The proposed solver relies on a state-of-the-art variance reduction (VR) scheme, previously used in the context of stochastic proximal gradient methods (Prox-SVRG), and on the alternating minimization algorithm (AMA). The...
journal article 2018