Yankai Cao

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We present a clustering-based preconditioning strategy for KKT systems arising in 4 stochastic programming within an interior-point framework. The key idea is to perform adap5 tive clustering of scenarios (inside-the-solver) based on their influence on the problem at hand. 6 This approach thus contrasts with existing (outside-the-solver) approaches that(More)
Representing the uncertainties with a set of scenarios, the optimization problem resulting from a robust nonlinear model predictive control (NMPC) strategy at each sampling instance can be viewed as a large-scale stochastic program. This paper solves these optimization problems using the parallel Schur complement method developed to solve stochastic(More)
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