Optimal preconditioning and iteration complexity bounds for gradient-based optimization in model predictive control
In this paper, optimization problems arising in model predictive control (MPC) and in distributed MPC aresolved by applying a fast gradient method to the dual of the MPC optimization problem. Although the development of fast gradient methods has improved the convergence rate of gradient-based methods considerably, they are still sensitive to ill-conditioning of the problem data. Since similar opti
