Related papers: Convex computation of the maximum controlled invar…
McCormick envelopes are a standard tool for deriving convex relaxations of optimization problems that involve polynomial terms. Such McCormick relaxations provide lower bounds, for example, in branch-and-bound procedures for mixed-integer…
This paper aims to find efficient solutions to a multi-objective optimization problem (MP) with convex polynomial data. To this end, a hybrid method, which allows us to transform problem (MP) into a scalar convex polynomial optimization…
This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…
Data-driven controllers design is an important research problem, in particular when data is corrupted by the noise. In this paper, we propose a data-driven min-max model predictive control (MPC) scheme using noisy input-state data for…
Mixed-integer (MI) quadratic models subject to quadratic constraints, known as All-Quadratic MI Programs, constitute a challenging class of NP-complete optimization problems. The particular scenario of unbounded integers defines a subclass…
This paper presents a linear programming approach for the optimal control of nonlinear switched systems where the control is the switching sequence. This is done by introducing modal occupation measures, which allow to relax the problem as…
We propose a robust model predictive control (MPC) method for discrete-time linear time-invariant systems with norm-bounded additive disturbances and model uncertainty. In our method, at each time step we solve a finite time robust optimal…
We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…
Given a stable linear time-invariant (LTI) system subject to output constraints, we present a method to compute a set of disturbances such that the reachable set of outputs matches as closely as possible the output constraint set, while…
In this paper, we propose an iterative algorithm to address the nonconvex multi-group multicast beamforming problem with quality-of-service constraints and per-antenna power constraints. We formulate a convex relaxation of the problem as a…
The framework of Integral Quadratic Constraints (IQC) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to a semi-definite program (SDP). In the case of over-relaxed Alternating Direction…
A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…
We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…
This paper studies stabilization of linear time-invariant (LTI) systems when control actions can only be realized in finitely many directions where it is possible to actuate uniformly or logarithmically extended positive scaling factors in…
We consider optimization problems with polynomial inequality constraints in non-commuting variables. These non-commuting variables are viewed as bounded operators on a Hilbert space whose dimension is not fixed and the associated polynomial…
Optimal control problems with discrete-valued inputs are inherently challenging due to their mixed-integer nature, rendering them generally intractable for real-time, safety-critical aerospace applications. Lossless convexification offers a…
In this paper, we develop a method for computing controlled invariant sets using Semidefinite Programming. We apply our method to the controller design problem for switching affine systems with polytopic safe sets. The task is reduced to a…
We propose a method for open-loop stochastic optimal control of LTI systems based on Taylor approximations of quantile functions. This approach enables efficient computation of quantile functions that arise in chance constrained…
In this paper, we present a geometric approach for computing controlled invariant sets for hybrid control systems. While the problem is well studied in the ellipsoidal case, this family is quite conservative for constrained or switched…
We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…