Add unconstrained separated linear ADMM

bjack205 / BilinearControl.jl

MIT License

24 stars 1 forks source link

Closed bjack205 closed 2 years ago

bjack205 commented 2 years ago

Seems to work really well, even without any ADMM tricks. Right now only tested on a random controllable system.

bjack205 commented 2 years ago

Adding Anderson acceleration reduced the number of iterations by half on the toy problem.