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We propose an efficient algorithm for the optimal control problems (OCPs) of nonlinear switched systems that optimizes the control input and switching instants simultaneously for a given switching sequence. We consider the switching…

Optimization and Control · Mathematics 2021-06-09 Sotaro Katayama , Toshiyuki Ohtsuka

This study considers the control problem with signal temporal logic (STL) specifications. Prior works have adopted smoothing techniques to address this problem within a feasible time frame and solve the problem by applying sequential…

Systems and Control · Electrical Eng. & Systems 2024-01-30 Yoshinari Takayama , Kazumune Hashimoto , Toshiyuki Ohtsuka

The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…

Systems and Control · Computer Science 2012-11-20 Shridhar K. Shah , Herbert G. Tanner , Chetan D. Pahlajani

We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…

Optimization and Control · Mathematics 2021-04-23 Dongchan Lee , Konstantin Turitsyn , Jean-Jacques Slotine

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

This paper presents a novel algorithm integrating global and robust optimization methods to solve continuous non-convex quadratic problems under convex uncertainty sets. The proposed Robust spatial branch-and-bound (RsBB) algorithm combines…

Optimization and Control · Mathematics 2025-11-18 Asimina Marousi , Vassilis M. Charitopoulos

This paper presents a novel methodology for solving the time-optimal trajectory optimization problem for interplanetary solar-sail missions using successive convex programming. Based on the non-convex problem, different convexification…

Computational Engineering, Finance, and Science · Computer Science 2024-12-20 Yu Song , Shengping Gong

This paper introduces a landing guidance strategy for reusable launch vehicles (RLVs) using a model predictive approach based on sequential convex programming (SCP). The proposed approach devises two distinct optimal control problems…

Systems and Control · Electrical Eng. & Systems 2025-08-14 Ki-Wook Jung , Sang-Don Lee , Cheol-Goo Jung , Chang-Hun Lee

One key challenge for solving a general stochastic optimization problem with expectations in the objective and constraint functions using ordinary stochastic iterative methods lies in the infeasibility issue caused by the randomness over…

Information Theory · Computer Science 2019-08-30 Chencheng Ye , Ying Cui

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

This paper proposes to decouple performance optimization and enforcement of asymptotic convergence in Model Predictive Control (MPC) so that convergence to a given terminal set is achieved independently of how much performance is optimized…

Systems and Control · Computer Science 2015-03-02 Alberto Bemporad , Daniele Bernardini , Panagiotis Patrinos

We present gPC-SCP: Generalized Polynomial Chaos-based Sequential Convex Programming to compute a sub-optimal solution for a continuous-time chance-constrained stochastic nonlinear optimal control (SNOC) problem. The approach enables motion…

Robotics · Computer Science 2022-03-29 Yashwanth Kumar Nakka , Soon-Jo Chung

Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…

Optimization and Control · Mathematics 2026-01-27 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

This paper presents a convex approach to the optimization of a cooperative rendezvous, that is, the problem of two distant spacecraft that simultaneously operate to get closer. Convex programming guarantees convergence towards the optimal…

Optimization and Control · Mathematics 2020-09-02 Boris Benedikter , Alessandro Zavoli , Guido Colasurdo

Nonlinear dynamics and safety constraints typically result in a nonlinear programming problem when applying model predictive control to achieve safe output consensus. To avoid the heavy computational burden of solving a nonlinear…

Systems and Control · Electrical Eng. & Systems 2026-01-21 Chao Wang , Shuyuan Zhang , Lei Wang

We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. Such problems are prevalent in statistics and machine learning, encompassing constrained $M$-estimation,…

Machine Learning · Statistics 2025-12-11 Yihang Gao , Michael K. Ng , Michael W. Mahoney , Sen Na

This work investigates the challenge of ensuring safety guarantees in the presence of uncontrollable agents, whose behaviors are stochastic and depend on both their own and the system's states. We present a neural model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Shuqi Wang , Mingyang Feng , Yu Chen , Yue Gao , Xiang Yin

In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…

Optimization and Control · Mathematics 2018-08-09 Ion Necoara , Martin Takac

In this paper, we propose a Feasible Sequential Linear Programming (FSLP) algorithm applied to time-optimal control problems (TOCP) obtained through direct multiple shooting discretization. This method is motivated by TOCP with nonlinear…

Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…

Systems and Control · Computer Science 2015-06-08 Sergio Grammatico , Xiaojing Zhang , Kostas Margellos , Paul Goulart , John Lygeros