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Trinh Tran

Publications and source records attributed to Trinh Tran.

3 recordsLinked to original sources

Learning-enabled Acceleration of Scenario-based Model Predictive Control

Scenario-based model predictive control (SBMPC) is a variant of model predictive control (MPC) that explicitly accounts for uncertainty by optimizing control actions over multiple predicted scenarios. However, its computational complexity increases rapidly with the number of scenarios and prediction horizon, limiting its applicability to real-time planning and control. This paper presents a learning-accelerated Alternating Direction Method of Multipliers (ADMM) algorithm for efficiently solving SBMPC problems by leveraging parallel computing and Moreau envelope learning, while maintaining high solution accuracy. We reformulate the SBMPC problems into consensus forms that can be decomposed via ADMM, separating the scenario-dependent dynamics from non-anticipativity constraints and enabling parallel updates across scenarios and time steps. Building on this decomposition, we utilize a learning-to-optimize scheme that leverages Moreau envelope learning of the cost function to accelerate the primal update in ADMM, thereby reducing computation time. The proposed framework is evaluated on a microgrid energy management problem subject to load and renewable generation uncertainties. Comparisons with IPOPT and MadNLP, two popular and modern nonlinear programming solvers, demonstrate substantial computational speedups while maintaining reliable closed-loop control performance.

math.OC

LEAF: A Learning-Enabled ADMM Framework for Accelerated Convex Optimization

We propose LEAF, a learning-enabled ADMM framework for accelerated convex optimization. The key idea is to approximate the Moreau envelope of the objective function using an Input Convex Neural Network (ICNN), resulting in a learned model that preserves convexity and smoothness. This leads to the proposed Moreau Envelope Learning ADMM (MEL-ADMM) and its splitting variant sMEL-ADMM. Unlike existing approaches that learn high-dimensional operators directly, LEAF learns a scalar-valued Moreau envelope, significantly reducing model complexity and improving data efficiency. The framework accommodates a broad class of convex problems with smooth and non-smooth objectives. By embedding convexity explicitly through the ICNN architecture, the proposed approach maintains high approximation accuracy while preserving key structural properties of the optimization problem. Both MEL-ADMM and sMEL-ADMM are developed with theoretical guarantees of convergence and feasibility under the learned model. Rigorous analysis shows that the proposed methods achieve convergence rates comparable to classical ADMM while reducing per-iteration computational cost. Numerical experiments demonstrate up to an order-of-magnitude speedup over state-of-the-art solvers while maintaining low optimality gaps

cs.LG

HUANet: Hard-Constrained Unrolled ADMM for Constrained Convex Optimization

This paper presents HUANet, a constrained deep neural network architecture that unrolls the iterations of the Alternating Direction Method of Multipliers (ADMM) into a trainable neural network for solving constrained convex optimization problems. Existing end-to-end learning methods operate as black-box mappings from parameters to solutions, often lacking explicit optimality principles and failing to enforce constraints. To address this limitation, we unroll ADMM and embed a hard-constrained neural network at each iteration to accelerate the algorithm, where equality constraints are enforced via a differentiable correction stage at the network output. Furthermore, we incorporate first-order optimality conditions as soft constraints during training to promote the convergence of the proposed unrolled algorithm. Extensive numerical experiments are conducted to validate the effectiveness of the proposed architecture for constrained optimization problems.

math.OC