arXiv subjects

Anders Hansson

Publications and source records attributed to Anders Hansson.

39 records · Page 3Linked to original sources

arXiv2012

An ADMM Algorithm for Solving l_1 Regularized MPC

We present an Alternating Direction Method of Multipliers (ADMM) algorithm for solving optimization problems with an l_1 regularized least-squares cost function subject to recursive equality constraints. The considered optimization problem has applications in control, for example in l_1 regularized MPC. The ADMM algorithm is easy to implement, converges fast to a solution of moderate accuracy, and enables separation of the optimization problem into sub-problems that may be solved in parallel. We show that the most costly step of the proposed ADMM algorithm is equivalent to solving an LQ regulator problem with an extra linear term in the cost function, a problem that can be solved efficiently using a Riccati recursion. We apply the ADMM algorithm to an example of l_1 regularized MPC. The numerical examples confirm fast convergence to moderate accuracy and a linear complexity in the MPC prediction horizon.

eess.SY↗

arXiv2007

Eigenvalue estimates for the Aharonov-Bohm operator in a domain

We prove semi-classical estimates on moments of eigenvalues of the Aharonov-Bohm operator in bounded two-dimensional domains. Moreover, we present a counterexample to the generalized diamagnetic inequality which was proposed by Erdos, Loss and Vougalter. Numerical studies complement these results.

math-ph↗

arXiv2007

Counting preimages of TCP reordering patterns

Packet reordering is an important property of network traffic that should be captured by analytical models of the Transmission Control Protocol (TCP). We study a combinatorial problem motivated by RESTORED, a TCP modeling methodology that incorporates information about packet dynamics. A significant component of this model is a many-to-one mapping B that transforms sequences of packet IDs into buffer sequences, in a manner that is compatible with TCP semantics. We show that the following hold: 1. There exists a linear time algorithm that, given a buffer sequence W of length n, decides whether there exists a permutation A of 1,2,..., n such that $A\in B^{-1}(W)$ (and constructs such a permutation, when it exists). 2. The problem of counting the number of permutations in $B^{-1}(W)$ has a polynomial time algorithm. We also show how to extend these results to sequences of IDs that contain repeated packets.

cs.DS↗